From a629d455fb534510d06551be661846daf75dd117 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 13 Feb 2023 08:50:57 +0000
Subject: [PATCH 01/42] Bump sqlalchemy from 1.4.46 to 2.0.3

Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.4.46 to 2.0.3.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/main/CHANGES.rst)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

---
updated-dependencies:
- dependency-name: sqlalchemy
  dependency-type: direct:production
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index ea0e8ecb4..3e6c66757 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -5,7 +5,7 @@ pandas-ta==0.3.14b
 ccxt==2.8.54
 cryptography==39.0.1
 aiohttp==3.8.4
-SQLAlchemy==1.4.46
+SQLAlchemy==2.0.3
 python-telegram-bot==13.15
 arrow==1.2.3
 cachetools==4.2.2

From a553a9923ad57feda53b911fac918bae1e0516ef Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 14 Feb 2023 08:51:00 +0000
Subject: [PATCH 02/42] Update types for pairlock

---
 freqtrade/persistence/pairlock.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/persistence/pairlock.py b/freqtrade/persistence/pairlock.py
index 938cd14bc..b8af1421f 100644
--- a/freqtrade/persistence/pairlock.py
+++ b/freqtrade/persistence/pairlock.py
@@ -21,9 +21,9 @@ class PairLock(_DECL_BASE):
     side = Column(String(25), nullable=False, default="*")
     reason = Column(String(255), nullable=True)
     # Time the pair was locked (start time)
-    lock_time = Column(DateTime(), nullable=False)
+    lock_time: datetime = Column(DateTime(), nullable=False)
     # Time until the pair is locked (end time)
-    lock_end_time = Column(DateTime(), nullable=False, index=True)
+    lock_end_time: datetime = Column(DateTime(), nullable=False, index=True)
 
     active = Column(Boolean, nullable=False, default=True, index=True)
 

From b62830031f0f70689d985d2150343fe6a6249695 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 14 Feb 2023 09:56:42 +0000
Subject: [PATCH 03/42] Dummy-type query objects

---
 freqtrade/persistence/pairlock.py    | 2 ++
 freqtrade/persistence/trade_model.py | 5 +++++
 2 files changed, 7 insertions(+)

diff --git a/freqtrade/persistence/pairlock.py b/freqtrade/persistence/pairlock.py
index b8af1421f..2c4cfa3b4 100644
--- a/freqtrade/persistence/pairlock.py
+++ b/freqtrade/persistence/pairlock.py
@@ -13,6 +13,8 @@ class PairLock(_DECL_BASE):
     Pair Locks database model.
     """
     __tablename__ = 'pairlocks'
+    # TODO: Properly type query.
+    query: Any
 
     id = Column(Integer, primary_key=True)
 
diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py
index c84fcec9e..e6f4f5b08 100644
--- a/freqtrade/persistence/trade_model.py
+++ b/freqtrade/persistence/trade_model.py
@@ -36,6 +36,8 @@ class Order(_DECL_BASE):
     Mirrors CCXT Order structure
     """
     __tablename__ = 'orders'
+    # TODO: Properly type query.
+    query: Any
     # Uniqueness should be ensured over pair, order_id
     # its likely that order_id is unique per Pair on some exchanges.
     __table_args__ = (UniqueConstraint('ft_pair', 'order_id', name="_order_pair_order_id"),)
@@ -1167,6 +1169,9 @@ class Trade(_DECL_BASE, LocalTrade):
     Note: Fields must be aligned with LocalTrade class
     """
     __tablename__ = 'trades'
+    # TODO: Type query type throughout.
+    query: Any
+    _session: Any = None
 
     use_db: bool = True
 

From 829e10ff87907bbcb0495c75e88a1e4e462a798f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 14 Feb 2023 10:04:09 +0000
Subject: [PATCH 04/42] Improve Type for models.py

---
 freqtrade/persistence/models.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index 7f851322e..38dbf212f 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -2,6 +2,7 @@
 This module contains the class to persist trades into SQLite
 """
 import logging
+from typing import Any, Dict
 
 from sqlalchemy import create_engine, inspect
 from sqlalchemy.exc import NoSuchModuleError
@@ -29,7 +30,7 @@ def init_db(db_url: str) -> None:
     :param db_url: Database to use
     :return: None
     """
-    kwargs = {}
+    kwargs: Dict[str, Any] = {}
 
     if db_url == 'sqlite:///':
         raise OperationalException(

From 9d455f58b1d643974add4b92177562a6312c77ad Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 14 Feb 2023 10:04:36 +0000
Subject: [PATCH 05/42] Improve some trade model Types

---
 freqtrade/persistence/trade_model.py | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py
index e6f4f5b08..c0019eaf2 100644
--- a/freqtrade/persistence/trade_model.py
+++ b/freqtrade/persistence/trade_model.py
@@ -1386,7 +1386,7 @@ class Trade(_DECL_BASE, LocalTrade):
         Returns List of dicts containing all Trades, including profit and trade count
         NOTE: Not supported in Backtesting.
         """
-        filters = [Trade.is_open.is_(False)]
+        filters: List = [Trade.is_open.is_(False)]
         if minutes:
             start_date = datetime.now(timezone.utc) - timedelta(minutes=minutes)
             filters.append(Trade.close_date >= start_date)
@@ -1419,7 +1419,7 @@ class Trade(_DECL_BASE, LocalTrade):
         NOTE: Not supported in Backtesting.
         """
 
-        filters = [Trade.is_open.is_(False)]
+        filters: List = [Trade.is_open.is_(False)]
         if (pair is not None):
             filters.append(Trade.pair == pair)
 
@@ -1452,7 +1452,7 @@ class Trade(_DECL_BASE, LocalTrade):
         NOTE: Not supported in Backtesting.
         """
 
-        filters = [Trade.is_open.is_(False)]
+        filters: List = [Trade.is_open.is_(False)]
         if (pair is not None):
             filters.append(Trade.pair == pair)
 
@@ -1485,7 +1485,7 @@ class Trade(_DECL_BASE, LocalTrade):
         NOTE: Not supported in Backtesting.
         """
 
-        filters = [Trade.is_open.is_(False)]
+        filters: List = [Trade.is_open.is_(False)]
         if (pair is not None):
             filters.append(Trade.pair == pair)
 

From 3a9d83f86c79ccdd90a2ad250dc2af47e7e9868f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 14 Feb 2023 10:05:04 +0000
Subject: [PATCH 06/42] Mypy: define sqlalchemy plugin

---
 pyproject.toml | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/pyproject.toml b/pyproject.toml
index 6f9e5205c..71687961d 100644
--- a/pyproject.toml
+++ b/pyproject.toml
@@ -35,6 +35,9 @@ warn_unused_ignores = true
 exclude = [
     '^build_helpers\.py$'
 ]
+plugins = [
+  "sqlalchemy.ext.mypy.plugin"
+]
 
 [[tool.mypy.overrides]]
 module = "tests.*"

From 41e27ba62198c228a2e06dafeb6822381ec54030 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 14 Feb 2023 10:35:09 +0000
Subject: [PATCH 07/42] Enhance some type info

---
 freqtrade/freqtradebot.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 633e9dc71..ceb078669 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -633,7 +633,7 @@ class FreqtradeBot(LoggingMixin):
                 return
 
             remaining = (trade.amount - amount) * current_exit_rate
-            if remaining < min_exit_stake:
+            if min_exit_stake and remaining < min_exit_stake:
                 logger.info(f"Remaining amount of {remaining} would be smaller "
                             f"than the minimum of {min_exit_stake}.")
                 return
@@ -1694,7 +1694,7 @@ class FreqtradeBot(LoggingMixin):
             raise DependencyException(
                 f"Order_obj not found for {order_id}. This should not have happened.")
 
-        profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
+        profit_rate: float = trade.close_rate if trade.close_rate else trade.close_rate_requested
         profit_trade = trade.calc_profit(rate=profit_rate)
         current_rate = self.exchange.get_rate(
             trade.pair, side='exit', is_short=trade.is_short, refresh=False)

From 3c019e0e16c64a6d488baa056f3f117c51ee3e24 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 14 Feb 2023 10:35:18 +0000
Subject: [PATCH 08/42] tentative augmented typing of Trade object

---
 freqtrade/freqtradebot.py            |  3 +-
 freqtrade/persistence/trade_model.py | 72 ++++++++++++++--------------
 2 files changed, 39 insertions(+), 36 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index ceb078669..adc630036 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1737,7 +1737,8 @@ class FreqtradeBot(LoggingMixin):
 #
 
     def update_trade_state(
-            self, trade: Trade, order_id: str, action_order: Optional[Dict[str, Any]] = None,
+            self, trade: Trade, order_id: Optional[str],
+            action_order: Optional[Dict[str, Any]] = None,
             stoploss_order: bool = False, send_msg: bool = True) -> bool:
         """
         Checks trades with open orders and updates the amount if necessary
diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py
index c0019eaf2..9355d2a84 100644
--- a/freqtrade/persistence/trade_model.py
+++ b/freqtrade/persistence/trade_model.py
@@ -45,34 +45,34 @@ class Order(_DECL_BASE):
     id = Column(Integer, primary_key=True)
     ft_trade_id = Column(Integer, ForeignKey('trades.id'), index=True)
 
-    trade = relationship("Trade", back_populates="orders")
+    trade: List["Trade"] = relationship("Trade", back_populates="orders")
 
     # order_side can only be 'buy', 'sell' or 'stoploss'
-    ft_order_side = Column(String(25), nullable=False)
-    ft_pair = Column(String(25), nullable=False)
-    ft_is_open = Column(Boolean, nullable=False, default=True, index=True)
-    ft_amount = Column(Float(), nullable=False)
-    ft_price = Column(Float(), nullable=False)
+    ft_order_side: str = Column(String(25), nullable=False)
+    ft_pair: str = Column(String(25), nullable=False)
+    ft_is_open: bool = Column(Boolean, nullable=False, default=True, index=True)
+    ft_amount: float = Column(Float(), nullable=False)
+    ft_price: float = Column(Float(), nullable=False)
 
     order_id = Column(String(255), nullable=False, index=True)
     status = Column(String(255), nullable=True)
     symbol = Column(String(25), nullable=True)
-    order_type = Column(String(50), nullable=True)
+    # TODO: type: order_type type is Optional[str]
+    order_type: str = Column(String(50), nullable=True)
     side = Column(String(25), nullable=True)
-    price = Column(Float(), nullable=True)
-    average = Column(Float(), nullable=True)
-    amount = Column(Float(), nullable=True)
-    filled = Column(Float(), nullable=True)
-    remaining = Column(Float(), nullable=True)
-    cost = Column(Float(), nullable=True)
-    stop_price = Column(Float(), nullable=True)
-    order_date = Column(DateTime(), nullable=True, default=datetime.utcnow)
+    price: Optional[float] = Column(Float(), nullable=True)
+    average: Optional[float] = Column(Float(), nullable=True)
+    amount: Optional[float] = Column(Float(), nullable=True)
+    filled: Optional[float] = Column(Float(), nullable=True)
+    remaining: Optional[float] = Column(Float(), nullable=True)
+    cost: Optional[float] = Column(Float(), nullable=True)
+    stop_price: Optional[float] = Column(Float(), nullable=True)
+    order_date: datetime = Column(DateTime(), nullable=True, default=datetime.utcnow)
     order_filled_date = Column(DateTime(), nullable=True)
     order_update_date = Column(DateTime(), nullable=True)
+    funding_fee: Optional[float] = Column(Float(), nullable=True)
 
-    funding_fee = Column(Float(), nullable=True)
-
-    ft_fee_base = Column(Float(), nullable=True)
+    ft_fee_base: Optional[float] = Column(Float(), nullable=True)
 
     @property
     def order_date_utc(self) -> datetime:
@@ -1175,13 +1175,13 @@ class Trade(_DECL_BASE, LocalTrade):
 
     use_db: bool = True
 
-    id = Column(Integer, primary_key=True)
+    id: int = Column(Integer, primary_key=True)
 
-    orders = relationship("Order", order_by="Order.id", cascade="all, delete-orphan",
-                          lazy="selectin", innerjoin=True)
+    orders: List[Order] = relationship("Order", order_by="Order.id", cascade="all, delete-orphan",
+                                       lazy="selectin", innerjoin=True)
 
-    exchange = Column(String(25), nullable=False)
-    pair = Column(String(25), nullable=False, index=True)
+    exchange: str = Column(String(25), nullable=False)
+    pair: str = Column(String(25), nullable=False, index=True)
     base_currency = Column(String(25), nullable=True)
     stake_currency = Column(String(25), nullable=True)
     is_open = Column(Boolean, nullable=False, default=True, index=True)
@@ -1192,21 +1192,23 @@ class Trade(_DECL_BASE, LocalTrade):
     fee_close_cost = Column(Float(), nullable=True)
     fee_close_currency = Column(String(25), nullable=True)
     open_rate: float = Column(Float())
-    open_rate_requested = Column(Float())
+    open_rate_requested: float = Column(Float())
     # open_trade_value - calculated via _calc_open_trade_value
     open_trade_value = Column(Float())
     close_rate: Optional[float] = Column(Float())
-    close_rate_requested = Column(Float())
-    realized_profit = Column(Float(), default=0.0)
+    close_rate_requested: Optional[float] = Column(Float())
+    # TODO: is the below type really correct?
+    realized_profit: float = Column(Float(), default=0.0)
     close_profit = Column(Float())
-    close_profit_abs = Column(Float())
-    stake_amount = Column(Float(), nullable=False)
-    max_stake_amount = Column(Float())
-    amount = Column(Float())
-    amount_requested = Column(Float())
+    close_profit_abs: Optional[float] = Column(Float())
+    stake_amount: float = Column(Float(), nullable=False)
+    max_stake_amount: Optional[float] = Column(Float())
+    amount: float = Column(Float())
+    amount_requested: Optional[float] = Column(Float())
     open_date = Column(DateTime(), nullable=False, default=datetime.utcnow)
     close_date = Column(DateTime())
-    open_order_id = Column(String(255))
+    # TODO: open_order_id type should be Optional[str]
+    open_order_id: str = Column(String(255))
     # absolute value of the stop loss
     stop_loss = Column(Float(), nullable=True, default=0.0)
     # percentage value of the stop loss
@@ -1236,15 +1238,15 @@ class Trade(_DECL_BASE, LocalTrade):
     contract_size = Column(Float(), nullable=True)
 
     # Leverage trading properties
-    leverage = Column(Float(), nullable=True, default=1.0)
-    is_short = Column(Boolean, nullable=False, default=False)
+    leverage: float = Column(Float(), nullable=True, default=1.0)
+    is_short: bool = Column(Boolean, nullable=False, default=False)
     liquidation_price = Column(Float(), nullable=True)
 
     # Margin Trading Properties
     interest_rate = Column(Float(), nullable=False, default=0.0)
 
     # Futures properties
-    funding_fees = Column(Float(), nullable=True, default=None)
+    funding_fees: Optional[float] = Column(Float(), nullable=True, default=None)
 
     def __init__(self, **kwargs):
         super().__init__(**kwargs)

From 39a658eac22a70726d4b7bfa8139ee423325731e Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 16 Feb 2023 07:04:45 +0000
Subject: [PATCH 09/42] Update DeclarativeBase

---
 freqtrade/persistence/base.py        | 7 +++----
 freqtrade/persistence/models.py      | 6 +++---
 freqtrade/persistence/pairlock.py    | 4 ++--
 freqtrade/persistence/trade_model.py | 6 +++---
 4 files changed, 11 insertions(+), 12 deletions(-)

diff --git a/freqtrade/persistence/base.py b/freqtrade/persistence/base.py
index fb2d561e1..2fed715d7 100644
--- a/freqtrade/persistence/base.py
+++ b/freqtrade/persistence/base.py
@@ -1,7 +1,6 @@
 
-from typing import Any
-
-from sqlalchemy.orm import declarative_base
+from sqlalchemy.orm import DeclarativeBase
 
 
-_DECL_BASE: Any = declarative_base()
+class ModelBase(DeclarativeBase):
+    pass
diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index 38dbf212f..9f90f8a74 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -10,7 +10,7 @@ from sqlalchemy.orm import scoped_session, sessionmaker
 from sqlalchemy.pool import StaticPool
 
 from freqtrade.exceptions import OperationalException
-from freqtrade.persistence.base import _DECL_BASE
+from freqtrade.persistence.base import ModelBase
 from freqtrade.persistence.migrations import check_migrate
 from freqtrade.persistence.pairlock import PairLock
 from freqtrade.persistence.trade_model import Order, Trade
@@ -60,5 +60,5 @@ def init_db(db_url: str) -> None:
     PairLock.query = Trade._session.query_property()
 
     previous_tables = inspect(engine).get_table_names()
-    _DECL_BASE.metadata.create_all(engine)
-    check_migrate(engine, decl_base=_DECL_BASE, previous_tables=previous_tables)
+    ModelBase.metadata.create_all(engine)
+    check_migrate(engine, decl_base=ModelBase, previous_tables=previous_tables)
diff --git a/freqtrade/persistence/pairlock.py b/freqtrade/persistence/pairlock.py
index 2c4cfa3b4..e1f659b0a 100644
--- a/freqtrade/persistence/pairlock.py
+++ b/freqtrade/persistence/pairlock.py
@@ -5,10 +5,10 @@ from sqlalchemy import Boolean, Column, DateTime, Integer, String, or_
 from sqlalchemy.orm import Query
 
 from freqtrade.constants import DATETIME_PRINT_FORMAT
-from freqtrade.persistence.base import _DECL_BASE
+from freqtrade.persistence.base import ModelBase
 
 
-class PairLock(_DECL_BASE):
+class PairLock(ModelBase):
     """
     Pair Locks database model.
     """
diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py
index 9355d2a84..ebec36e81 100644
--- a/freqtrade/persistence/trade_model.py
+++ b/freqtrade/persistence/trade_model.py
@@ -17,14 +17,14 @@ from freqtrade.enums import ExitType, TradingMode
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.exchange import amount_to_contract_precision, price_to_precision
 from freqtrade.leverage import interest
-from freqtrade.persistence.base import _DECL_BASE
+from freqtrade.persistence.base import ModelBase
 from freqtrade.util import FtPrecise
 
 
 logger = logging.getLogger(__name__)
 
 
-class Order(_DECL_BASE):
+class Order(ModelBase):
     """
     Order database model
     Keeps a record of all orders placed on the exchange
@@ -1161,7 +1161,7 @@ class LocalTrade():
                 logger.info(f"New stoploss: {trade.stop_loss}.")
 
 
-class Trade(_DECL_BASE, LocalTrade):
+class Trade(ModelBase, LocalTrade):
     """
     Trade database model.
     Also handles updating and querying trades

From 0bd9b00132623db0499325545ef210ed0512e5c5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 16 Feb 2023 07:05:57 +0000
Subject: [PATCH 10/42] Pairlock to mappedColumn

---
 freqtrade/persistence/pairlock.py | 18 +++++++++---------
 1 file changed, 9 insertions(+), 9 deletions(-)

diff --git a/freqtrade/persistence/pairlock.py b/freqtrade/persistence/pairlock.py
index e1f659b0a..b721cceac 100644
--- a/freqtrade/persistence/pairlock.py
+++ b/freqtrade/persistence/pairlock.py
@@ -1,8 +1,8 @@
 from datetime import datetime, timezone
 from typing import Any, Dict, Optional
 
-from sqlalchemy import Boolean, Column, DateTime, Integer, String, or_
-from sqlalchemy.orm import Query
+from sqlalchemy import Boolean, DateTime, Integer, String, or_
+from sqlalchemy.orm import Query, mapped_column
 
 from freqtrade.constants import DATETIME_PRINT_FORMAT
 from freqtrade.persistence.base import ModelBase
@@ -16,18 +16,18 @@ class PairLock(ModelBase):
     # TODO: Properly type query.
     query: Any
 
-    id = Column(Integer, primary_key=True)
+    id = mapped_column(Integer, primary_key=True)
 
-    pair = Column(String(25), nullable=False, index=True)
+    pair = mapped_column(String(25), nullable=False, index=True)
     # lock direction - long, short or * (for both)
-    side = Column(String(25), nullable=False, default="*")
-    reason = Column(String(255), nullable=True)
+    side = mapped_column(String(25), nullable=False, default="*")
+    reason = mapped_column(String(255), nullable=True)
     # Time the pair was locked (start time)
-    lock_time: datetime = Column(DateTime(), nullable=False)
+    lock_time: datetime = mapped_column(DateTime(), nullable=False)
     # Time until the pair is locked (end time)
-    lock_end_time: datetime = Column(DateTime(), nullable=False, index=True)
+    lock_end_time: datetime = mapped_column(DateTime(), nullable=False, index=True)
 
-    active = Column(Boolean, nullable=False, default=True, index=True)
+    active = mapped_column(Boolean, nullable=False, default=True, index=True)
 
     def __repr__(self):
         lock_time = self.lock_time.strftime(DATETIME_PRINT_FORMAT)

From 98791752a9c39827385bd0c20509f560bbff88d4 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 16 Feb 2023 07:07:08 +0000
Subject: [PATCH 11/42] Update TradeModels to mapped_column

---
 freqtrade/persistence/trade_model.py | 152 +++++++++++++--------------
 1 file changed, 76 insertions(+), 76 deletions(-)

diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py
index ebec36e81..e8f78661e 100644
--- a/freqtrade/persistence/trade_model.py
+++ b/freqtrade/persistence/trade_model.py
@@ -7,9 +7,9 @@ from datetime import datetime, timedelta, timezone
 from math import isclose
 from typing import Any, Dict, List, Optional
 
-from sqlalchemy import (Boolean, Column, DateTime, Enum, Float, ForeignKey, Integer, String,
+from sqlalchemy import (Boolean, DateTime, Enum, Float, ForeignKey, Integer, String,
                         UniqueConstraint, desc, func)
-from sqlalchemy.orm import Query, lazyload, relationship
+from sqlalchemy.orm import Query, lazyload, mapped_column, relationship
 
 from freqtrade.constants import (DATETIME_PRINT_FORMAT, MATH_CLOSE_PREC, NON_OPEN_EXCHANGE_STATES,
                                  BuySell, LongShort)
@@ -42,37 +42,37 @@ class Order(ModelBase):
     # its likely that order_id is unique per Pair on some exchanges.
     __table_args__ = (UniqueConstraint('ft_pair', 'order_id', name="_order_pair_order_id"),)
 
-    id = Column(Integer, primary_key=True)
-    ft_trade_id = Column(Integer, ForeignKey('trades.id'), index=True)
+    id = mapped_column(Integer, primary_key=True)
+    ft_trade_id = mapped_column(Integer, ForeignKey('trades.id'), index=True)
 
     trade: List["Trade"] = relationship("Trade", back_populates="orders")
 
     # order_side can only be 'buy', 'sell' or 'stoploss'
-    ft_order_side: str = Column(String(25), nullable=False)
-    ft_pair: str = Column(String(25), nullable=False)
-    ft_is_open: bool = Column(Boolean, nullable=False, default=True, index=True)
-    ft_amount: float = Column(Float(), nullable=False)
-    ft_price: float = Column(Float(), nullable=False)
+    ft_order_side: str = mapped_column(String(25), nullable=False)
+    ft_pair: str = mapped_column(String(25), nullable=False)
+    ft_is_open: bool = mapped_column(Boolean, nullable=False, default=True, index=True)
+    ft_amount: float = mapped_column(Float(), nullable=False)
+    ft_price: float = mapped_column(Float(), nullable=False)
 
-    order_id = Column(String(255), nullable=False, index=True)
-    status = Column(String(255), nullable=True)
-    symbol = Column(String(25), nullable=True)
+    order_id = mapped_column(String(255), nullable=False, index=True)
+    status = mapped_column(String(255), nullable=True)
+    symbol = mapped_column(String(25), nullable=True)
     # TODO: type: order_type type is Optional[str]
-    order_type: str = Column(String(50), nullable=True)
-    side = Column(String(25), nullable=True)
-    price: Optional[float] = Column(Float(), nullable=True)
-    average: Optional[float] = Column(Float(), nullable=True)
-    amount: Optional[float] = Column(Float(), nullable=True)
-    filled: Optional[float] = Column(Float(), nullable=True)
-    remaining: Optional[float] = Column(Float(), nullable=True)
-    cost: Optional[float] = Column(Float(), nullable=True)
-    stop_price: Optional[float] = Column(Float(), nullable=True)
-    order_date: datetime = Column(DateTime(), nullable=True, default=datetime.utcnow)
-    order_filled_date = Column(DateTime(), nullable=True)
-    order_update_date = Column(DateTime(), nullable=True)
-    funding_fee: Optional[float] = Column(Float(), nullable=True)
+    order_type: str = mapped_column(String(50), nullable=True)
+    side = mapped_column(String(25), nullable=True)
+    price: Optional[float] = mapped_column(Float(), nullable=True)
+    average: Optional[float] = mapped_column(Float(), nullable=True)
+    amount: Optional[float] = mapped_column(Float(), nullable=True)
+    filled: Optional[float] = mapped_column(Float(), nullable=True)
+    remaining: Optional[float] = mapped_column(Float(), nullable=True)
+    cost: Optional[float] = mapped_column(Float(), nullable=True)
+    stop_price: Optional[float] = mapped_column(Float(), nullable=True)
+    order_date: datetime = mapped_column(DateTime(), nullable=True, default=datetime.utcnow)
+    order_filled_date = mapped_column(DateTime(), nullable=True)
+    order_update_date = mapped_column(DateTime(), nullable=True)
+    funding_fee: Optional[float] = mapped_column(Float(), nullable=True)
 
-    ft_fee_base: Optional[float] = Column(Float(), nullable=True)
+    ft_fee_base: Optional[float] = mapped_column(Float(), nullable=True)
 
     @property
     def order_date_utc(self) -> datetime:
@@ -1175,78 +1175,78 @@ class Trade(ModelBase, LocalTrade):
 
     use_db: bool = True
 
-    id: int = Column(Integer, primary_key=True)
+    id: int = mapped_column(Integer, primary_key=True)
 
     orders: List[Order] = relationship("Order", order_by="Order.id", cascade="all, delete-orphan",
                                        lazy="selectin", innerjoin=True)
 
-    exchange: str = Column(String(25), nullable=False)
-    pair: str = Column(String(25), nullable=False, index=True)
-    base_currency = Column(String(25), nullable=True)
-    stake_currency = Column(String(25), nullable=True)
-    is_open = Column(Boolean, nullable=False, default=True, index=True)
-    fee_open = Column(Float(), nullable=False, default=0.0)
-    fee_open_cost = Column(Float(), nullable=True)
-    fee_open_currency = Column(String(25), nullable=True)
-    fee_close = Column(Float(), nullable=False, default=0.0)
-    fee_close_cost = Column(Float(), nullable=True)
-    fee_close_currency = Column(String(25), nullable=True)
-    open_rate: float = Column(Float())
-    open_rate_requested: float = Column(Float())
+    exchange: str = mapped_column(String(25), nullable=False)
+    pair: str = mapped_column(String(25), nullable=False, index=True)
+    base_currency = mapped_column(String(25), nullable=True)
+    stake_currency = mapped_column(String(25), nullable=True)
+    is_open = mapped_column(Boolean, nullable=False, default=True, index=True)
+    fee_open = mapped_column(Float(), nullable=False, default=0.0)
+    fee_open_cost = mapped_column(Float(), nullable=True)
+    fee_open_currency = mapped_column(String(25), nullable=True)
+    fee_close = mapped_column(Float(), nullable=False, default=0.0)
+    fee_close_cost = mapped_column(Float(), nullable=True)
+    fee_close_currency = mapped_column(String(25), nullable=True)
+    open_rate: float = mapped_column(Float())
+    open_rate_requested: float = mapped_column(Float())
     # open_trade_value - calculated via _calc_open_trade_value
-    open_trade_value = Column(Float())
-    close_rate: Optional[float] = Column(Float())
-    close_rate_requested: Optional[float] = Column(Float())
+    open_trade_value = mapped_column(Float())
+    close_rate: Optional[float] = mapped_column(Float())
+    close_rate_requested: Optional[float] = mapped_column(Float())
     # TODO: is the below type really correct?
-    realized_profit: float = Column(Float(), default=0.0)
-    close_profit = Column(Float())
-    close_profit_abs: Optional[float] = Column(Float())
-    stake_amount: float = Column(Float(), nullable=False)
-    max_stake_amount: Optional[float] = Column(Float())
-    amount: float = Column(Float())
-    amount_requested: Optional[float] = Column(Float())
-    open_date = Column(DateTime(), nullable=False, default=datetime.utcnow)
-    close_date = Column(DateTime())
+    realized_profit: float = mapped_column(Float(), default=0.0)
+    close_profit = mapped_column(Float())
+    close_profit_abs: Optional[float] = mapped_column(Float())
+    stake_amount: float = mapped_column(Float(), nullable=False)
+    max_stake_amount: Optional[float] = mapped_column(Float())
+    amount: float = mapped_column(Float())
+    amount_requested: Optional[float] = mapped_column(Float())
+    open_date = mapped_column(DateTime(), nullable=False, default=datetime.utcnow)
+    close_date = mapped_column(DateTime())
     # TODO: open_order_id type should be Optional[str]
-    open_order_id: str = Column(String(255))
+    open_order_id: str = mapped_column(String(255))
     # absolute value of the stop loss
-    stop_loss = Column(Float(), nullable=True, default=0.0)
+    stop_loss = mapped_column(Float(), nullable=True, default=0.0)
     # percentage value of the stop loss
-    stop_loss_pct = Column(Float(), nullable=True)
+    stop_loss_pct = mapped_column(Float(), nullable=True)
     # absolute value of the initial stop loss
-    initial_stop_loss = Column(Float(), nullable=True, default=0.0)
+    initial_stop_loss = mapped_column(Float(), nullable=True, default=0.0)
     # percentage value of the initial stop loss
-    initial_stop_loss_pct = Column(Float(), nullable=True)
+    initial_stop_loss_pct = mapped_column(Float(), nullable=True)
     # stoploss order id which is on exchange
-    stoploss_order_id = Column(String(255), nullable=True, index=True)
+    stoploss_order_id = mapped_column(String(255), nullable=True, index=True)
     # last update time of the stoploss order on exchange
-    stoploss_last_update = Column(DateTime(), nullable=True)
+    stoploss_last_update = mapped_column(DateTime(), nullable=True)
     # absolute value of the highest reached price
-    max_rate = Column(Float(), nullable=True, default=0.0)
+    max_rate = mapped_column(Float(), nullable=True, default=0.0)
     # Lowest price reached
-    min_rate = Column(Float(), nullable=True)
-    exit_reason = Column(String(100), nullable=True)
-    exit_order_status = Column(String(100), nullable=True)
-    strategy = Column(String(100), nullable=True)
-    enter_tag = Column(String(100), nullable=True)
-    timeframe = Column(Integer, nullable=True)
+    min_rate = mapped_column(Float(), nullable=True)
+    exit_reason = mapped_column(String(100), nullable=True)
+    exit_order_status = mapped_column(String(100), nullable=True)
+    strategy = mapped_column(String(100), nullable=True)
+    enter_tag = mapped_column(String(100), nullable=True)
+    timeframe = mapped_column(Integer, nullable=True)
 
-    trading_mode = Column(Enum(TradingMode), nullable=True)
-    amount_precision = Column(Float(), nullable=True)
-    price_precision = Column(Float(), nullable=True)
-    precision_mode = Column(Integer, nullable=True)
-    contract_size = Column(Float(), nullable=True)
+    trading_mode = mapped_column(Enum(TradingMode), nullable=True)
+    amount_precision = mapped_column(Float(), nullable=True)
+    price_precision = mapped_column(Float(), nullable=True)
+    precision_mode = mapped_column(Integer, nullable=True)
+    contract_size = mapped_column(Float(), nullable=True)
 
     # Leverage trading properties
-    leverage: float = Column(Float(), nullable=True, default=1.0)
-    is_short: bool = Column(Boolean, nullable=False, default=False)
-    liquidation_price = Column(Float(), nullable=True)
+    leverage: float = mapped_column(Float(), nullable=True, default=1.0)
+    is_short: bool = mapped_column(Boolean, nullable=False, default=False)
+    liquidation_price = mapped_column(Float(), nullable=True)
 
     # Margin Trading Properties
-    interest_rate = Column(Float(), nullable=False, default=0.0)
+    interest_rate = mapped_column(Float(), nullable=False, default=0.0)
 
     # Futures properties
-    funding_fees: Optional[float] = Column(Float(), nullable=True, default=None)
+    funding_fees: Optional[float] = mapped_column(Float(), nullable=True, default=None)
 
     def __init__(self, **kwargs):
         super().__init__(**kwargs)

From 13b1a3e737689effd4dc14dcc1a60abda309375b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 16 Feb 2023 07:14:07 +0000
Subject: [PATCH 12/42] Properly pairlock columns using mapped

---
 freqtrade/persistence/pairlock.py | 20 ++++++++++----------
 1 file changed, 10 insertions(+), 10 deletions(-)

diff --git a/freqtrade/persistence/pairlock.py b/freqtrade/persistence/pairlock.py
index b721cceac..2c81beb85 100644
--- a/freqtrade/persistence/pairlock.py
+++ b/freqtrade/persistence/pairlock.py
@@ -1,8 +1,8 @@
 from datetime import datetime, timezone
 from typing import Any, Dict, Optional
 
-from sqlalchemy import Boolean, DateTime, Integer, String, or_
-from sqlalchemy.orm import Query, mapped_column
+from sqlalchemy import String, or_
+from sqlalchemy.orm import Mapped, Query, mapped_column
 
 from freqtrade.constants import DATETIME_PRINT_FORMAT
 from freqtrade.persistence.base import ModelBase
@@ -16,20 +16,20 @@ class PairLock(ModelBase):
     # TODO: Properly type query.
     query: Any
 
-    id = mapped_column(Integer, primary_key=True)
+    id: Mapped[int] = mapped_column(primary_key=True)
 
-    pair = mapped_column(String(25), nullable=False, index=True)
+    pair: Mapped[str] = mapped_column(String(25), nullable=False, index=True)
     # lock direction - long, short or * (for both)
-    side = mapped_column(String(25), nullable=False, default="*")
-    reason = mapped_column(String(255), nullable=True)
+    side: Mapped[str] = mapped_column(String(25), nullable=False, default="*")
+    reason: Mapped[Optional[str]] = mapped_column(String(255), nullable=True)
     # Time the pair was locked (start time)
-    lock_time: datetime = mapped_column(DateTime(), nullable=False)
+    lock_time: Mapped[datetime] = mapped_column(nullable=False)
     # Time until the pair is locked (end time)
-    lock_end_time: datetime = mapped_column(DateTime(), nullable=False, index=True)
+    lock_end_time: Mapped[datetime] = mapped_column(nullable=False, index=True)
 
-    active = mapped_column(Boolean, nullable=False, default=True, index=True)
+    active: Mapped[bool] = mapped_column(nullable=False, default=True, index=True)
 
-    def __repr__(self):
+    def __repr__(self) -> str:
         lock_time = self.lock_time.strftime(DATETIME_PRINT_FORMAT)
         lock_end_time = self.lock_end_time.strftime(DATETIME_PRINT_FORMAT)
         return (

From bb116456a957defcb5fe422b91094cd7dd640a51 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 16 Feb 2023 07:17:56 +0000
Subject: [PATCH 13/42] Update Types for Order object

---
 freqtrade/persistence/trade_model.py | 52 ++++++++++++++--------------
 1 file changed, 26 insertions(+), 26 deletions(-)

diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py
index e8f78661e..c4bfc7b1f 100644
--- a/freqtrade/persistence/trade_model.py
+++ b/freqtrade/persistence/trade_model.py
@@ -9,7 +9,7 @@ from typing import Any, Dict, List, Optional
 
 from sqlalchemy import (Boolean, DateTime, Enum, Float, ForeignKey, Integer, String,
                         UniqueConstraint, desc, func)
-from sqlalchemy.orm import Query, lazyload, mapped_column, relationship
+from sqlalchemy.orm import Mapped, Query, lazyload, mapped_column, relationship
 
 from freqtrade.constants import (DATETIME_PRINT_FORMAT, MATH_CLOSE_PREC, NON_OPEN_EXCHANGE_STATES,
                                  BuySell, LongShort)
@@ -42,37 +42,37 @@ class Order(ModelBase):
     # its likely that order_id is unique per Pair on some exchanges.
     __table_args__ = (UniqueConstraint('ft_pair', 'order_id', name="_order_pair_order_id"),)
 
-    id = mapped_column(Integer, primary_key=True)
-    ft_trade_id = mapped_column(Integer, ForeignKey('trades.id'), index=True)
+    id: Mapped[int] = mapped_column(Integer, primary_key=True)
+    ft_trade_id: Mapped[int] = mapped_column(Integer, ForeignKey('trades.id'), index=True)
 
-    trade: List["Trade"] = relationship("Trade", back_populates="orders")
+    trade: Mapped[List["Trade"]] = relationship("Trade", back_populates="orders")
 
     # order_side can only be 'buy', 'sell' or 'stoploss'
-    ft_order_side: str = mapped_column(String(25), nullable=False)
-    ft_pair: str = mapped_column(String(25), nullable=False)
-    ft_is_open: bool = mapped_column(Boolean, nullable=False, default=True, index=True)
-    ft_amount: float = mapped_column(Float(), nullable=False)
-    ft_price: float = mapped_column(Float(), nullable=False)
+    ft_order_side: Mapped[str] = mapped_column(String(25), nullable=False)
+    ft_pair: Mapped[str] = mapped_column(String(25), nullable=False)
+    ft_is_open: Mapped[bool] = mapped_column(nullable=False, default=True, index=True)
+    ft_amount: Mapped[float] = mapped_column(Float(), nullable=False)
+    ft_price: Mapped[float] = mapped_column(Float(), nullable=False)
 
-    order_id = mapped_column(String(255), nullable=False, index=True)
-    status = mapped_column(String(255), nullable=True)
-    symbol = mapped_column(String(25), nullable=True)
+    order_id: Mapped[str] = mapped_column(String(255), nullable=False, index=True)
+    status: Mapped[Optional[str]] = mapped_column(String(255), nullable=True)
+    symbol: Mapped[Optional[str]] = mapped_column(String(25), nullable=True)
     # TODO: type: order_type type is Optional[str]
-    order_type: str = mapped_column(String(50), nullable=True)
-    side = mapped_column(String(25), nullable=True)
-    price: Optional[float] = mapped_column(Float(), nullable=True)
-    average: Optional[float] = mapped_column(Float(), nullable=True)
-    amount: Optional[float] = mapped_column(Float(), nullable=True)
-    filled: Optional[float] = mapped_column(Float(), nullable=True)
-    remaining: Optional[float] = mapped_column(Float(), nullable=True)
-    cost: Optional[float] = mapped_column(Float(), nullable=True)
-    stop_price: Optional[float] = mapped_column(Float(), nullable=True)
-    order_date: datetime = mapped_column(DateTime(), nullable=True, default=datetime.utcnow)
-    order_filled_date = mapped_column(DateTime(), nullable=True)
-    order_update_date = mapped_column(DateTime(), nullable=True)
-    funding_fee: Optional[float] = mapped_column(Float(), nullable=True)
+    order_type: Mapped[str] = mapped_column(String(50), nullable=True)
+    side: Mapped[str] = mapped_column(String(25), nullable=True)
+    price: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
+    average: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
+    amount: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
+    filled: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
+    remaining: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
+    cost: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
+    stop_price: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
+    order_date: Mapped[datetime] = mapped_column(nullable=True, default=datetime.utcnow)
+    order_filled_date: Mapped[Optional[datetime]] = mapped_column(nullable=True)
+    order_update_date: Mapped[Optional[datetime]] = mapped_column(nullable=True)
+    funding_fee: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
 
-    ft_fee_base: Optional[float] = mapped_column(Float(), nullable=True)
+    ft_fee_base: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
 
     @property
     def order_date_utc(self) -> datetime:

From 491f49388cc1387e1aa6716f1181c150a396670b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 16 Feb 2023 07:27:57 +0000
Subject: [PATCH 14/42] "Mapped" for trade_model

---
 freqtrade/persistence/trade_model.py | 95 ++++++++++++++--------------
 1 file changed, 47 insertions(+), 48 deletions(-)

diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py
index c4bfc7b1f..9db79fd8b 100644
--- a/freqtrade/persistence/trade_model.py
+++ b/freqtrade/persistence/trade_model.py
@@ -215,7 +215,7 @@ class Order(ModelBase):
         # Assumes backtesting will use date_last_filled_utc to calculate future funding fees.
         self.funding_fee = trade.funding_fees
 
-        if (self.ft_order_side == trade.entry_side):
+        if (self.ft_order_side == trade.entry_side and self.price):
             trade.open_rate = self.price
             trade.recalc_trade_from_orders()
             trade.adjust_stop_loss(trade.open_rate, trade.stop_loss_pct, refresh=True)
@@ -1175,78 +1175,77 @@ class Trade(ModelBase, LocalTrade):
 
     use_db: bool = True
 
-    id: int = mapped_column(Integer, primary_key=True)
+    id: Mapped[int] = mapped_column(Integer, primary_key=True)
 
-    orders: List[Order] = relationship("Order", order_by="Order.id", cascade="all, delete-orphan",
-                                       lazy="selectin", innerjoin=True)
+    orders: Mapped[List[Order]] = relationship(
+        "Order", order_by="Order.id", cascade="all, delete-orphan", lazy="selectin",
+        innerjoin=True)
 
-    exchange: str = mapped_column(String(25), nullable=False)
-    pair: str = mapped_column(String(25), nullable=False, index=True)
+    exchange: Mapped[str] = mapped_column(String(25), nullable=False)
+    pair: Mapped[str] = mapped_column(String(25), nullable=False, index=True)
     base_currency = mapped_column(String(25), nullable=True)
     stake_currency = mapped_column(String(25), nullable=True)
-    is_open = mapped_column(Boolean, nullable=False, default=True, index=True)
-    fee_open = mapped_column(Float(), nullable=False, default=0.0)
-    fee_open_cost = mapped_column(Float(), nullable=True)
-    fee_open_currency = mapped_column(String(25), nullable=True)
-    fee_close = mapped_column(Float(), nullable=False, default=0.0)
-    fee_close_cost = mapped_column(Float(), nullable=True)
-    fee_close_currency = mapped_column(String(25), nullable=True)
-    open_rate: float = mapped_column(Float())
+    is_open: Mapped[bool] = mapped_column(nullable=False, default=True, index=True)
+    fee_open: Mapped[float] = mapped_column(Float(), nullable=False, default=0.0)
+    fee_open_cost: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
+    fee_open_currency: Mapped[Optional[str]] = mapped_column(String(25), nullable=True)
+    fee_close: Mapped[Optional[float]] = mapped_column(Float(), nullable=False, default=0.0)
+    fee_close_cost: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
+    fee_close_currency: Mapped[Optional[str]] = mapped_column(String(25), nullable=True)
+    open_rate: Mapped[float] = mapped_column(Float())
     open_rate_requested: float = mapped_column(Float())
     # open_trade_value - calculated via _calc_open_trade_value
     open_trade_value = mapped_column(Float())
     close_rate: Optional[float] = mapped_column(Float())
     close_rate_requested: Optional[float] = mapped_column(Float())
-    # TODO: is the below type really correct?
-    realized_profit: float = mapped_column(Float(), default=0.0)
-    close_profit = mapped_column(Float())
-    close_profit_abs: Optional[float] = mapped_column(Float())
-    stake_amount: float = mapped_column(Float(), nullable=False)
-    max_stake_amount: Optional[float] = mapped_column(Float())
-    amount: float = mapped_column(Float())
-    amount_requested: Optional[float] = mapped_column(Float())
-    open_date = mapped_column(DateTime(), nullable=False, default=datetime.utcnow)
-    close_date = mapped_column(DateTime())
-    # TODO: open_order_id type should be Optional[str]
-    open_order_id: str = mapped_column(String(255))
+    realized_profit: Mapped[float] = mapped_column(Float(), default=0.0)
+    close_profit: Mapped[Optional[float]] = mapped_column(Float())
+    close_profit_abs: Mapped[Optional[float]] = mapped_column(Float())
+    stake_amount: Mapped[float] = mapped_column(Float(), nullable=False)
+    max_stake_amount: Mapped[Optional[float]] = mapped_column(Float())
+    amount: Mapped[float] = mapped_column(Float())
+    amount_requested: Mapped[Optional[float]] = mapped_column(Float())
+    open_date: Mapped[datetime] = mapped_column(nullable=False, default=datetime.utcnow)
+    close_date: Mapped[Optional[datetime]] = mapped_column()
+    open_order_id: Mapped[Optional[str]] = mapped_column(String(255), nullable=True)
     # absolute value of the stop loss
-    stop_loss = mapped_column(Float(), nullable=True, default=0.0)
+    stop_loss: Mapped[Optional[float]] = mapped_column(Float(), nullable=True, default=0.0)
     # percentage value of the stop loss
-    stop_loss_pct = mapped_column(Float(), nullable=True)
+    stop_loss_pct: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
     # absolute value of the initial stop loss
-    initial_stop_loss = mapped_column(Float(), nullable=True, default=0.0)
+    initial_stop_loss: Mapped[Optional[float]] = mapped_column(Float(), nullable=True, default=0.0)
     # percentage value of the initial stop loss
-    initial_stop_loss_pct = mapped_column(Float(), nullable=True)
+    initial_stop_loss_pct: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
     # stoploss order id which is on exchange
-    stoploss_order_id = mapped_column(String(255), nullable=True, index=True)
+    stoploss_order_id: Mapped[Optional[str]] = mapped_column(String(255), nullable=True, index=True)
     # last update time of the stoploss order on exchange
-    stoploss_last_update = mapped_column(DateTime(), nullable=True)
+    stoploss_last_update: Mapped[Optional[datetime]] = mapped_column(nullable=True)
     # absolute value of the highest reached price
-    max_rate = mapped_column(Float(), nullable=True, default=0.0)
+    max_rate: Mapped[Optional[float]] = mapped_column(Float(), nullable=True, default=0.0)
     # Lowest price reached
-    min_rate = mapped_column(Float(), nullable=True)
-    exit_reason = mapped_column(String(100), nullable=True)
-    exit_order_status = mapped_column(String(100), nullable=True)
-    strategy = mapped_column(String(100), nullable=True)
-    enter_tag = mapped_column(String(100), nullable=True)
-    timeframe = mapped_column(Integer, nullable=True)
+    min_rate: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
+    exit_reason: Mapped[Optional[str]] = mapped_column(String(100), nullable=True)
+    exit_order_status: Mapped[Optional[str]] = mapped_column(String(100), nullable=True)
+    strategy: Mapped[Optional[str]] = mapped_column(String(100), nullable=True)
+    enter_tag: Mapped[Optional[str]] = mapped_column(String(100), nullable=True)
+    timeframe: Mapped[Optional[int]] = mapped_column(Integer, nullable=True)
 
     trading_mode = mapped_column(Enum(TradingMode), nullable=True)
-    amount_precision = mapped_column(Float(), nullable=True)
-    price_precision = mapped_column(Float(), nullable=True)
-    precision_mode = mapped_column(Integer, nullable=True)
-    contract_size = mapped_column(Float(), nullable=True)
+    amount_precision: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
+    price_precision: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
+    precision_mode: Mapped[Optional[int]] = mapped_column(Integer, nullable=True)
+    contract_size: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
 
     # Leverage trading properties
-    leverage: float = mapped_column(Float(), nullable=True, default=1.0)
-    is_short: bool = mapped_column(Boolean, nullable=False, default=False)
-    liquidation_price = mapped_column(Float(), nullable=True)
+    leverage: Mapped[Optional[float]] = mapped_column(Float(), nullable=True, default=1.0)
+    is_short: Mapped[bool] = mapped_column(nullable=False, default=False)
+    liquidation_price: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
 
     # Margin Trading Properties
-    interest_rate = mapped_column(Float(), nullable=False, default=0.0)
+    interest_rate: Mapped[Optional[float]] = mapped_column(Float(), nullable=False, default=0.0)
 
     # Futures properties
-    funding_fees: Optional[float] = mapped_column(Float(), nullable=True, default=None)
+    funding_fees: Mapped[Optional[float]] = mapped_column(Float(), nullable=True, default=None)
 
     def __init__(self, **kwargs):
         super().__init__(**kwargs)

From 47b66f322076ac22b986bac0930016adcf3d66bf Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 16 Feb 2023 08:40:34 +0000
Subject: [PATCH 15/42] More fun with types

---
 freqtrade/persistence/trade_model.py | 10 +++++-----
 freqtrade/rpc/rpc.py                 |  2 +-
 2 files changed, 6 insertions(+), 6 deletions(-)

diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py
index 9db79fd8b..be296c52c 100644
--- a/freqtrade/persistence/trade_model.py
+++ b/freqtrade/persistence/trade_model.py
@@ -1183,8 +1183,8 @@ class Trade(ModelBase, LocalTrade):
 
     exchange: Mapped[str] = mapped_column(String(25), nullable=False)
     pair: Mapped[str] = mapped_column(String(25), nullable=False, index=True)
-    base_currency = mapped_column(String(25), nullable=True)
-    stake_currency = mapped_column(String(25), nullable=True)
+    base_currency: Mapped[Optional[str]] = mapped_column(String(25), nullable=True)
+    stake_currency: Mapped[Optional[str]] = mapped_column(String(25), nullable=True)
     is_open: Mapped[bool] = mapped_column(nullable=False, default=True, index=True)
     fee_open: Mapped[float] = mapped_column(Float(), nullable=False, default=0.0)
     fee_open_cost: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
@@ -1209,7 +1209,7 @@ class Trade(ModelBase, LocalTrade):
     close_date: Mapped[Optional[datetime]] = mapped_column()
     open_order_id: Mapped[Optional[str]] = mapped_column(String(255), nullable=True)
     # absolute value of the stop loss
-    stop_loss: Mapped[Optional[float]] = mapped_column(Float(), nullable=True, default=0.0)
+    stop_loss: Mapped[float] = mapped_column(Float(), nullable=True, default=0.0)
     # percentage value of the stop loss
     stop_loss_pct: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
     # absolute value of the initial stop loss
@@ -1230,14 +1230,14 @@ class Trade(ModelBase, LocalTrade):
     enter_tag: Mapped[Optional[str]] = mapped_column(String(100), nullable=True)
     timeframe: Mapped[Optional[int]] = mapped_column(Integer, nullable=True)
 
-    trading_mode = mapped_column(Enum(TradingMode), nullable=True)
+    trading_mode: Mapped[TradingMode] = mapped_column(Enum(TradingMode), nullable=True)
     amount_precision: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
     price_precision: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
     precision_mode: Mapped[Optional[int]] = mapped_column(Integer, nullable=True)
     contract_size: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
 
     # Leverage trading properties
-    leverage: Mapped[Optional[float]] = mapped_column(Float(), nullable=True, default=1.0)
+    leverage: Mapped[float] = mapped_column(Float(), nullable=True, default=1.0)
     is_short: Mapped[bool] = mapped_column(nullable=False, default=False)
     liquidation_price: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
 
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 82f892101..0c1a8fbbd 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -506,7 +506,7 @@ class RPC:
 
         trades_df = DataFrame([{'close_date': trade.close_date.strftime(DATETIME_PRINT_FORMAT),
                                 'profit_abs': trade.close_profit_abs}
-                               for trade in trades if not trade.is_open])
+                               for trade in trades if not trade.is_open and trade.close_date])
         max_drawdown_abs = 0.0
         max_drawdown = 0.0
         if len(trades_df) > 0:

From e59eaf33e09f2b613c44f3ac67a326140c8b6176 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 16 Feb 2023 08:51:32 +0000
Subject: [PATCH 16/42] Update _session to session

---
 freqtrade/commands/db_commands.py    |  2 +-
 freqtrade/persistence/models.py      | 10 ++++++----
 tests/persistence/test_migrations.py |  4 ++--
 3 files changed, 9 insertions(+), 7 deletions(-)

diff --git a/freqtrade/commands/db_commands.py b/freqtrade/commands/db_commands.py
index c424016b1..b4997582d 100644
--- a/freqtrade/commands/db_commands.py
+++ b/freqtrade/commands/db_commands.py
@@ -20,7 +20,7 @@ def start_convert_db(args: Dict[str, Any]) -> None:
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
     init_db(config['db_url'])
-    session_target = Trade._session
+    session_target = Trade.session
     init_db(config['db_url_from'])
     logger.info("Starting db migration.")
 
diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index 9f90f8a74..f4058b4eb 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -54,10 +54,12 @@ def init_db(db_url: str) -> None:
     # https://docs.sqlalchemy.org/en/13/orm/contextual.html#thread-local-scope
     # Scoped sessions proxy requests to the appropriate thread-local session.
     # We should use the scoped_session object - not a seperately initialized version
-    Trade._session = scoped_session(sessionmaker(bind=engine, autoflush=False))
-    Trade.query = Trade._session.query_property()
-    Order.query = Trade._session.query_property()
-    PairLock.query = Trade._session.query_property()
+    Trade.session = scoped_session(sessionmaker(bind=engine, autoflush=False))
+    Order.session = Trade.session
+    PairLock.session = Trade.session
+    Trade.query = Trade.session.query_property()
+    Order.query = Trade.session.query_property()
+    PairLock.query = Trade.session.query_property()
 
     previous_tables = inspect(engine).get_table_names()
     ModelBase.metadata.create_all(engine)
diff --git a/tests/persistence/test_migrations.py b/tests/persistence/test_migrations.py
index 2a6959d58..d49b7d207 100644
--- a/tests/persistence/test_migrations.py
+++ b/tests/persistence/test_migrations.py
@@ -22,7 +22,7 @@ def test_init_create_session(default_conf):
     # Check if init create a session
     init_db(default_conf['db_url'])
     assert hasattr(Trade, '_session')
-    assert 'scoped_session' in type(Trade._session).__name__
+    assert 'scoped_session' in type(Trade.session).__name__
 
 
 def test_init_custom_db_url(default_conf, tmpdir):
@@ -34,7 +34,7 @@ def test_init_custom_db_url(default_conf, tmpdir):
 
     init_db(default_conf['db_url'])
     assert Path(filename).is_file()
-    r = Trade._session.execute(text("PRAGMA journal_mode"))
+    r = Trade.session.execute(text("PRAGMA journal_mode"))
     assert r.first() == ('wal',)
 
 

From 608a7c2d384e588233d92e37c795e24c7689c0f8 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 16 Feb 2023 09:02:57 +0000
Subject: [PATCH 17/42] Add safe_close_rate

---
 freqtrade/freqtradebot.py            | 4 ++--
 freqtrade/persistence/trade_model.py | 4 ++++
 2 files changed, 6 insertions(+), 2 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index adc630036..0bed27cb9 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1639,7 +1639,7 @@ class FreqtradeBot(LoggingMixin):
             profit = trade.calc_profit(rate=order_rate, amount=amount, open_rate=trade.open_rate)
             profit_ratio = trade.calc_profit_ratio(order_rate, amount, trade.open_rate)
         else:
-            order_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
+            order_rate = trade.safe_close_rate
             profit = trade.calc_profit(rate=order_rate) + (0.0 if fill else trade.realized_profit)
             profit_ratio = trade.calc_profit_ratio(order_rate)
             amount = trade.amount
@@ -1694,7 +1694,7 @@ class FreqtradeBot(LoggingMixin):
             raise DependencyException(
                 f"Order_obj not found for {order_id}. This should not have happened.")
 
-        profit_rate: float = trade.close_rate if trade.close_rate else trade.close_rate_requested
+        profit_rate: float = trade.safe_close_rate
         profit_trade = trade.calc_profit(rate=profit_rate)
         current_rate = self.exchange.get_rate(
             trade.pair, side='exit', is_short=trade.is_short, refresh=False)
diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py
index be296c52c..091152196 100644
--- a/freqtrade/persistence/trade_model.py
+++ b/freqtrade/persistence/trade_model.py
@@ -1065,6 +1065,10 @@ class LocalTrade():
         """ DEPRECATED! Please use exit_reason instead."""
         return self.exit_reason
 
+    @property
+    def safe_close_rate(self) -> float:
+        return self.close_rate or self.close_rate_requested or 0.0
+
     @staticmethod
     def get_trades_proxy(*, pair: Optional[str] = None, is_open: Optional[bool] = None,
                          open_date: Optional[datetime] = None,

From 65a5cf64df91f51e5c82bf0fecc8821fa59cd717 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 16 Feb 2023 09:03:32 +0000
Subject: [PATCH 18/42] Re-type session

---
 freqtrade/persistence/trade_model.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py
index 091152196..b3ccf7949 100644
--- a/freqtrade/persistence/trade_model.py
+++ b/freqtrade/persistence/trade_model.py
@@ -1175,7 +1175,7 @@ class Trade(ModelBase, LocalTrade):
     __tablename__ = 'trades'
     # TODO: Type query type throughout.
     query: Any
-    _session: Any = None
+    session: Any = None
 
     use_db: bool = True
 

From 101d9ab87f6208375fc1e990dff38ed275e4cbce Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 19 Feb 2023 19:51:25 +0100
Subject: [PATCH 19/42] Improvements - tests runnable again

---
 freqtrade/persistence/pairlock.py    |  4 ++--
 freqtrade/persistence/trade_model.py | 17 ++++++++---------
 2 files changed, 10 insertions(+), 11 deletions(-)

diff --git a/freqtrade/persistence/pairlock.py b/freqtrade/persistence/pairlock.py
index 2c81beb85..f8c0586a4 100644
--- a/freqtrade/persistence/pairlock.py
+++ b/freqtrade/persistence/pairlock.py
@@ -1,5 +1,5 @@
 from datetime import datetime, timezone
-from typing import Any, Dict, Optional
+from typing import Any, ClassVar, Dict, Optional
 
 from sqlalchemy import String, or_
 from sqlalchemy.orm import Mapped, Query, mapped_column
@@ -14,7 +14,7 @@ class PairLock(ModelBase):
     """
     __tablename__ = 'pairlocks'
     # TODO: Properly type query.
-    query: Any
+    query: ClassVar[Any]
 
     id: Mapped[int] = mapped_column(primary_key=True)
 
diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py
index b3ccf7949..4b7a09cbe 100644
--- a/freqtrade/persistence/trade_model.py
+++ b/freqtrade/persistence/trade_model.py
@@ -5,10 +5,9 @@ import logging
 from collections import defaultdict
 from datetime import datetime, timedelta, timezone
 from math import isclose
-from typing import Any, Dict, List, Optional
+from typing import Any, ClassVar, Dict, List, Optional
 
-from sqlalchemy import (Boolean, DateTime, Enum, Float, ForeignKey, Integer, String,
-                        UniqueConstraint, desc, func)
+from sqlalchemy import Enum, Float, ForeignKey, Integer, String, UniqueConstraint, desc, func
 from sqlalchemy.orm import Mapped, Query, lazyload, mapped_column, relationship
 
 from freqtrade.constants import (DATETIME_PRINT_FORMAT, MATH_CLOSE_PREC, NON_OPEN_EXCHANGE_STATES,
@@ -37,7 +36,7 @@ class Order(ModelBase):
     """
     __tablename__ = 'orders'
     # TODO: Properly type query.
-    query: Any
+    query: ClassVar[Any]
     # Uniqueness should be ensured over pair, order_id
     # its likely that order_id is unique per Pair on some exchanges.
     __table_args__ = (UniqueConstraint('ft_pair', 'order_id', name="_order_pair_order_id"),)
@@ -1174,8 +1173,8 @@ class Trade(ModelBase, LocalTrade):
     """
     __tablename__ = 'trades'
     # TODO: Type query type throughout.
-    query: Any
-    session: Any = None
+    query: ClassVar[Any]
+    session: ClassVar[Any] = None
 
     use_db: bool = True
 
@@ -1197,11 +1196,11 @@ class Trade(ModelBase, LocalTrade):
     fee_close_cost: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
     fee_close_currency: Mapped[Optional[str]] = mapped_column(String(25), nullable=True)
     open_rate: Mapped[float] = mapped_column(Float())
-    open_rate_requested: float = mapped_column(Float())
+    open_rate_requested: Mapped[float] = mapped_column(Float())
     # open_trade_value - calculated via _calc_open_trade_value
     open_trade_value = mapped_column(Float())
-    close_rate: Optional[float] = mapped_column(Float())
-    close_rate_requested: Optional[float] = mapped_column(Float())
+    close_rate: Mapped[Optional[float]] = mapped_column(Float())
+    close_rate_requested: Mapped[Optional[float]] = mapped_column(Float())
     realized_profit: Mapped[float] = mapped_column(Float(), default=0.0)
     close_profit: Mapped[Optional[float]] = mapped_column(Float())
     close_profit_abs: Mapped[Optional[float]] = mapped_column(Float())

From 0691bbaad9aeda6fdcc1ec9a9c75edf358974931 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 19 Feb 2023 20:18:46 +0100
Subject: [PATCH 20/42] Update some db types

---
 freqtrade/persistence/trade_model.py  | 2 +-
 tests/persistence/test_migrations.py  | 2 +-
 tests/persistence/test_persistence.py | 1 +
 3 files changed, 3 insertions(+), 2 deletions(-)

diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py
index 4b7a09cbe..abb989940 100644
--- a/freqtrade/persistence/trade_model.py
+++ b/freqtrade/persistence/trade_model.py
@@ -1196,7 +1196,7 @@ class Trade(ModelBase, LocalTrade):
     fee_close_cost: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
     fee_close_currency: Mapped[Optional[str]] = mapped_column(String(25), nullable=True)
     open_rate: Mapped[float] = mapped_column(Float())
-    open_rate_requested: Mapped[float] = mapped_column(Float())
+    open_rate_requested: Mapped[float] = mapped_column(Float(), nullable=True)
     # open_trade_value - calculated via _calc_open_trade_value
     open_trade_value = mapped_column(Float())
     close_rate: Mapped[Optional[float]] = mapped_column(Float())
diff --git a/tests/persistence/test_migrations.py b/tests/persistence/test_migrations.py
index d49b7d207..5254164c1 100644
--- a/tests/persistence/test_migrations.py
+++ b/tests/persistence/test_migrations.py
@@ -21,7 +21,7 @@ spot, margin, futures = TradingMode.SPOT, TradingMode.MARGIN, TradingMode.FUTURE
 def test_init_create_session(default_conf):
     # Check if init create a session
     init_db(default_conf['db_url'])
-    assert hasattr(Trade, '_session')
+    assert hasattr(Trade, 'session')
     assert 'scoped_session' in type(Trade.session).__name__
 
 
diff --git a/tests/persistence/test_persistence.py b/tests/persistence/test_persistence.py
index d06f05179..6d907ccf0 100644
--- a/tests/persistence/test_persistence.py
+++ b/tests/persistence/test_persistence.py
@@ -2440,6 +2440,7 @@ def test_select_filled_orders(fee):
 def test_order_to_ccxt(limit_buy_order_open):
 
     order = Order.parse_from_ccxt_object(limit_buy_order_open, 'mocked', 'buy')
+    order.ft_trade_id = 1
     order.query.session.add(order)
     Order.query.session.commit()
 

From f6b3998bbda8c8ac22e7c13f40b2dfe40217212e Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 19 Feb 2023 20:23:04 +0100
Subject: [PATCH 21/42] Fix backtesting type incompatibilities

---
 freqtrade/freqtradebot.py         |  3 ++-
 freqtrade/optimize/backtesting.py | 21 ++++++++++++---------
 2 files changed, 14 insertions(+), 10 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 0bed27cb9..ad0628c59 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1330,7 +1330,8 @@ class FreqtradeBot(LoggingMixin):
                     # place new order only if new price is supplied
                     self.execute_entry(
                         pair=trade.pair,
-                        stake_amount=(order_obj.remaining * order_obj.price / trade.leverage),
+                        stake_amount=(
+                            order_obj.safe_remaining * order_obj.safe_price / trade.leverage),
                         price=adjusted_entry_price,
                         trade=trade,
                         is_short=trade.is_short,
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 065a88f40..7f3036037 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -563,7 +563,7 @@ class Backtesting:
             pos_trade = self._get_exit_for_signal(trade, row, exit_, amount)
             if pos_trade is not None:
                 order = pos_trade.orders[-1]
-                if self._get_order_filled(order.price, row):
+                if self._get_order_filled(order.ft_price, row):
                     order.close_bt_order(current_date, trade)
                     trade.recalc_trade_from_orders()
                 self.wallets.update()
@@ -664,6 +664,7 @@ class Backtesting:
             side=trade.exit_side,
             order_type=order_type,
             status="open",
+            ft_price=close_rate,
             price=close_rate,
             average=close_rate,
             amount=amount,
@@ -887,6 +888,7 @@ class Backtesting:
                 order_date=current_time,
                 order_filled_date=current_time,
                 order_update_date=current_time,
+                ft_price=propose_rate,
                 price=propose_rate,
                 average=propose_rate,
                 amount=amount,
@@ -895,7 +897,7 @@ class Backtesting:
                 cost=stake_amount + trade.fee_open,
             )
             trade.orders.append(order)
-            if pos_adjust and self._get_order_filled(order.price, row):
+            if pos_adjust and self._get_order_filled(order.ft_price, row):
                 order.close_bt_order(current_time, trade)
             else:
                 trade.open_order_id = str(self.order_id_counter)
@@ -1008,15 +1010,15 @@ class Backtesting:
         # only check on new candles for open entry orders
         if order.side == trade.entry_side and current_time > order.order_date_utc:
             requested_rate = strategy_safe_wrapper(self.strategy.adjust_entry_price,
-                                                   default_retval=order.price)(
+                                                   default_retval=order.ft_price)(
                 trade=trade,  # type: ignore[arg-type]
                 order=order, pair=trade.pair, current_time=current_time,
-                proposed_rate=row[OPEN_IDX], current_order_rate=order.price,
+                proposed_rate=row[OPEN_IDX], current_order_rate=order.ft_price,
                 entry_tag=trade.enter_tag, side=trade.trade_direction
             )  # default value is current order price
 
             # cancel existing order whenever a new rate is requested (or None)
-            if requested_rate == order.price:
+            if requested_rate == order.ft_price:
                 # assumption: there can't be multiple open entry orders at any given time
                 return False
             else:
@@ -1028,7 +1030,8 @@ class Backtesting:
             if requested_rate:
                 self._enter_trade(pair=trade.pair, row=row, trade=trade,
                                   requested_rate=requested_rate,
-                                  requested_stake=(order.remaining * order.price / trade.leverage),
+                                  requested_stake=(
+                                    order.safe_remaining * order.ft_price / trade.leverage),
                                   direction='short' if trade.is_short else 'long')
                 self.replaced_entry_orders += 1
             else:
@@ -1095,7 +1098,7 @@ class Backtesting:
         for trade in list(LocalTrade.bt_trades_open_pp[pair]):
             # 3. Process entry orders.
             order = trade.select_order(trade.entry_side, is_open=True)
-            if order and self._get_order_filled(order.price, row):
+            if order and self._get_order_filled(order.ft_price, row):
                 order.close_bt_order(current_time, trade)
                 trade.open_order_id = None
                 self.wallets.update()
@@ -1106,7 +1109,7 @@ class Backtesting:
 
                 # 5. Process exit orders.
             order = trade.select_order(trade.exit_side, is_open=True)
-            if order and self._get_order_filled(order.price, row):
+            if order and self._get_order_filled(order.ft_price, row):
                 order.close_bt_order(current_time, trade)
                 trade.open_order_id = None
                 sub_trade = order.safe_amount_after_fee != trade.amount
@@ -1115,7 +1118,7 @@ class Backtesting:
                     trade.recalc_trade_from_orders()
                 else:
                     trade.close_date = current_time
-                    trade.close(order.price, show_msg=False)
+                    trade.close(order.ft_price, show_msg=False)
 
                     # logger.debug(f"{pair} - Backtesting exit {trade}")
                     LocalTrade.close_bt_trade(trade)

From 8765e3a4d63a30e1711d6701553966d74d867694 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 20 Feb 2023 07:12:09 +0100
Subject: [PATCH 22/42] Fix some Type issues

---
 freqtrade/rpc/rpc.py | 10 +++++-----
 1 file changed, 5 insertions(+), 5 deletions(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 0c1a8fbbd..f8537b0f8 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -189,8 +189,8 @@ class RPC:
                 else:
                     # Closed trade ...
                     current_rate = trade.close_rate
-                    current_profit = trade.close_profit
-                    current_profit_abs = trade.close_profit_abs
+                    current_profit = trade.close_profit or 0.0
+                    current_profit_abs = trade.close_profit_abs or 0.0
                 total_profit_abs = trade.realized_profit + current_profit_abs
 
                 # Calculate fiat profit
@@ -449,11 +449,11 @@ class RPC:
                 durations.append((trade.close_date - trade.open_date).total_seconds())
 
             if not trade.is_open:
-                profit_ratio = trade.close_profit
-                profit_abs = trade.close_profit_abs
+                profit_ratio = trade.close_profit or 0.0
+                profit_abs = trade.close_profit_abs or 0.0
                 profit_closed_coin.append(profit_abs)
                 profit_closed_ratio.append(profit_ratio)
-                if trade.close_profit >= 0:
+                if profit_ratio >= 0:
                     winning_trades += 1
                     winning_profit += profit_abs
                 else:

From c2c039151cbcdc176ecc506bf6ee6b8fc2d311f4 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 20 Feb 2023 18:26:32 +0100
Subject: [PATCH 23/42] Improve typesafety around trade object

---
 freqtrade/freqtradebot.py | 9 +++++++--
 freqtrade/rpc/rpc.py      | 2 +-
 2 files changed, 8 insertions(+), 3 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index ad0628c59..cec7176f6 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1314,7 +1314,7 @@ class FreqtradeBot(LoggingMixin):
                                                          default_retval=order_obj.price)(
                 trade=trade, order=order_obj, pair=trade.pair,
                 current_time=datetime.now(timezone.utc), proposed_rate=proposed_rate,
-                current_order_rate=order_obj.price, entry_tag=trade.enter_tag,
+                current_order_rate=order_obj.safe_price, entry_tag=trade.enter_tag,
                 side=trade.entry_side)
 
             replacing = True
@@ -1345,6 +1345,8 @@ class FreqtradeBot(LoggingMixin):
         """
 
         for trade in Trade.get_open_order_trades():
+            if not trade.open_order_id:
+                continue
             try:
                 order = self.exchange.fetch_order(trade.open_order_id, trade.pair)
             except (ExchangeError):
@@ -1369,6 +1371,9 @@ class FreqtradeBot(LoggingMixin):
         """
         was_trade_fully_canceled = False
         side = trade.entry_side.capitalize()
+        if not trade.open_order_id:
+            logger.warning(f"No open order for {trade}.")
+            return False
 
         # Cancelled orders may have the status of 'canceled' or 'closed'
         if order['status'] not in constants.NON_OPEN_EXCHANGE_STATES:
@@ -1455,7 +1460,7 @@ class FreqtradeBot(LoggingMixin):
                     return False
 
             try:
-                co = self.exchange.cancel_order_with_result(trade.open_order_id, trade.pair,
+                co = self.exchange.cancel_order_with_result(order['id'], trade.pair,
                                                             trade.amount)
             except InvalidOrderException:
                 logger.exception(
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index f8537b0f8..38f478f4c 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -410,7 +410,7 @@ class RPC:
             exit_reasons[trade.exit_reason][trade_win_loss(trade)] += 1
 
         # Duration
-        dur: Dict[str, List[int]] = {'wins': [], 'draws': [], 'losses': []}
+        dur: Dict[str, List[float]] = {'wins': [], 'draws': [], 'losses': []}
         for trade in trades:
             if trade.close_date is not None and trade.open_date is not None:
                 trade_dur = (trade.close_date - trade.open_date).total_seconds()

From db4f4498dc6583e6a1eb9e3183f6b11c6232de96 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 20 Feb 2023 20:00:01 +0100
Subject: [PATCH 24/42] Experimentally type query property ...

---
 freqtrade/persistence/models.py      |  3 ++-
 freqtrade/persistence/pairlock.py    |  6 ++++--
 freqtrade/persistence/trade_model.py | 12 +++++++-----
 3 files changed, 13 insertions(+), 8 deletions(-)

diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index f4058b4eb..b94be950a 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -6,7 +6,7 @@ from typing import Any, Dict
 
 from sqlalchemy import create_engine, inspect
 from sqlalchemy.exc import NoSuchModuleError
-from sqlalchemy.orm import scoped_session, sessionmaker
+from sqlalchemy.orm import Session, scoped_session, sessionmaker
 from sqlalchemy.pool import StaticPool
 
 from freqtrade.exceptions import OperationalException
@@ -20,6 +20,7 @@ logger = logging.getLogger(__name__)
 
 
 _SQL_DOCS_URL = 'http://docs.sqlalchemy.org/en/latest/core/engines.html#database-urls'
+SessionType = scoped_session[Session]
 
 
 def init_db(db_url: str) -> None:
diff --git a/freqtrade/persistence/pairlock.py b/freqtrade/persistence/pairlock.py
index f8c0586a4..b10d74693 100644
--- a/freqtrade/persistence/pairlock.py
+++ b/freqtrade/persistence/pairlock.py
@@ -3,9 +3,11 @@ from typing import Any, ClassVar, Dict, Optional
 
 from sqlalchemy import String, or_
 from sqlalchemy.orm import Mapped, Query, mapped_column
+from sqlalchemy.orm.scoping import _QueryDescriptorType
 
 from freqtrade.constants import DATETIME_PRINT_FORMAT
 from freqtrade.persistence.base import ModelBase
+from freqtrade.persistence.models import SessionType
 
 
 class PairLock(ModelBase):
@@ -13,8 +15,8 @@ class PairLock(ModelBase):
     Pair Locks database model.
     """
     __tablename__ = 'pairlocks'
-    # TODO: Properly type query.
-    query: ClassVar[Any]
+    query: ClassVar[_QueryDescriptorType]
+    session: ClassVar[SessionType]
 
     id: Mapped[int] = mapped_column(primary_key=True)
 
diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py
index abb989940..10643db17 100644
--- a/freqtrade/persistence/trade_model.py
+++ b/freqtrade/persistence/trade_model.py
@@ -9,6 +9,7 @@ from typing import Any, ClassVar, Dict, List, Optional
 
 from sqlalchemy import Enum, Float, ForeignKey, Integer, String, UniqueConstraint, desc, func
 from sqlalchemy.orm import Mapped, Query, lazyload, mapped_column, relationship
+from sqlalchemy.orm.scoping import _QueryDescriptorType
 
 from freqtrade.constants import (DATETIME_PRINT_FORMAT, MATH_CLOSE_PREC, NON_OPEN_EXCHANGE_STATES,
                                  BuySell, LongShort)
@@ -17,6 +18,7 @@ from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.exchange import amount_to_contract_precision, price_to_precision
 from freqtrade.leverage import interest
 from freqtrade.persistence.base import ModelBase
+from freqtrade.persistence.models import SessionType
 from freqtrade.util import FtPrecise
 
 
@@ -35,8 +37,9 @@ class Order(ModelBase):
     Mirrors CCXT Order structure
     """
     __tablename__ = 'orders'
-    # TODO: Properly type query.
-    query: ClassVar[Any]
+    query: ClassVar[_QueryDescriptorType]
+    session: ClassVar[SessionType]
+
     # Uniqueness should be ensured over pair, order_id
     # its likely that order_id is unique per Pair on some exchanges.
     __table_args__ = (UniqueConstraint('ft_pair', 'order_id', name="_order_pair_order_id"),)
@@ -1172,9 +1175,8 @@ class Trade(ModelBase, LocalTrade):
     Note: Fields must be aligned with LocalTrade class
     """
     __tablename__ = 'trades'
-    # TODO: Type query type throughout.
-    query: ClassVar[Any]
-    session: ClassVar[Any] = None
+    query: ClassVar[_QueryDescriptorType]
+    session: ClassVar[SessionType] = None
 
     use_db: bool = True
 

From b65cff0adcd6498a0dfe288a97c93488c3bb7fab Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 20 Feb 2023 20:22:41 +0100
Subject: [PATCH 25/42] Update "Query" type

---
 freqtrade/persistence/trade_model.py |  2 +-
 freqtrade/rpc/rpc.py                 |  9 +++++----
 freqtrade/rpc/telegram.py            | 10 +++++++---
 3 files changed, 13 insertions(+), 8 deletions(-)

diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py
index 10643db17..0f85528e0 100644
--- a/freqtrade/persistence/trade_model.py
+++ b/freqtrade/persistence/trade_model.py
@@ -1305,7 +1305,7 @@ class Trade(ModelBase, LocalTrade):
             )
 
     @staticmethod
-    def get_trades(trade_filter=None, include_orders: bool = True) -> Query:
+    def get_trades(trade_filter=None, include_orders: bool = True) -> Query['Trade']:
         """
         Helper function to query Trades using filters.
         NOTE: Not supported in Backtesting.
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 38f478f4c..8692c477f 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -373,13 +373,13 @@ class RPC:
 
     def _rpc_trade_history(self, limit: int, offset: int = 0, order_by_id: bool = False) -> Dict:
         """ Returns the X last trades """
-        order_by = Trade.id if order_by_id else Trade.close_date.desc()
+        order_by: Any = Trade.id if order_by_id else Trade.close_date.desc()
         if limit:
             trades = Trade.get_trades([Trade.is_open.is_(False)]).order_by(
                 order_by).limit(limit).offset(offset)
         else:
             trades = Trade.get_trades([Trade.is_open.is_(False)]).order_by(
-                Trade.close_date.desc()).all()
+                Trade.close_date.desc())
 
         output = [trade.to_json() for trade in trades]
 
@@ -401,7 +401,7 @@ class RPC:
                 return 'losses'
             else:
                 return 'draws'
-        trades: List[Trade] = Trade.get_trades([Trade.is_open.is_(False)], include_orders=False)
+        trades = Trade.get_trades([Trade.is_open.is_(False)], include_orders=False)
         # Sell reason
         exit_reasons = {}
         for trade in trades:
@@ -785,7 +785,8 @@ class RPC:
         # check if valid pair
 
         # check if pair already has an open pair
-        trade: Trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair == pair]).first()
+        trade: Optional[Trade] = Trade.get_trades(
+            [Trade.is_open.is_(True), Trade.pair == pair]).first()
         is_short = (order_side == SignalDirection.SHORT)
         if trade:
             is_short = trade.is_short
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 7bbeea2a2..dc92478ab 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -1055,10 +1055,14 @@ class Telegram(RPCHandler):
                     query.answer()
                     query.edit_message_text(text="Force exit canceled.")
                     return
-                trade: Trade = Trade.get_trades(trade_filter=Trade.id == trade_id).first()
+                trade: Optional[Trade] = Trade.get_trades(trade_filter=Trade.id == trade_id).first()
                 query.answer()
-                query.edit_message_text(text=f"Manually exiting Trade #{trade_id}, {trade.pair}")
-                self._force_exit_action(trade_id)
+                if trade:
+                    query.edit_message_text(
+                        text=f"Manually exiting Trade #{trade_id}, {trade.pair}")
+                    self._force_exit_action(trade_id)
+                else:
+                    query.edit_message_text(text=f"Trade {trade_id} not found.")
 
     def _force_enter_action(self, pair, price: Optional[float], order_side: SignalDirection):
         if pair != 'cancel':

From 764001a4c290ba9bca30a224171f4f88ef20001f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 21 Feb 2023 06:49:15 +0100
Subject: [PATCH 26/42] Don't reuse variable

---
 freqtrade/data/btanalysis.py                 | 2 +-
 freqtrade/persistence/pairlock_middleware.py | 4 ++--
 2 files changed, 3 insertions(+), 3 deletions(-)

diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index c682436c7..9772506a7 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -346,7 +346,7 @@ def evaluate_result_multi(results: pd.DataFrame, timeframe: str,
     return df_final[df_final['open_trades'] > max_open_trades]
 
 
-def trade_list_to_dataframe(trades: List[LocalTrade]) -> pd.DataFrame:
+def trade_list_to_dataframe(trades: Union[List[Trade], List[LocalTrade]]) -> pd.DataFrame:
     """
     Convert list of Trade objects to pandas Dataframe
     :param trades: List of trade objects
diff --git a/freqtrade/persistence/pairlock_middleware.py b/freqtrade/persistence/pairlock_middleware.py
index 4485bb88e..5ed131a9b 100644
--- a/freqtrade/persistence/pairlock_middleware.py
+++ b/freqtrade/persistence/pairlock_middleware.py
@@ -133,8 +133,8 @@ class PairLocks():
             PairLock.query.session.commit()
         else:
             # used in backtesting mode; don't show log messages for speed
-            locks = PairLocks.get_pair_locks(None)
-            for lock in locks:
+            locksb = PairLocks.get_pair_locks(None)
+            for lock in locksb:
                 if lock.reason == reason:
                     lock.active = False
 

From f2f4158974b294339ba3c22352b44c4dd9f31c5d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 21 Feb 2023 06:58:21 +0100
Subject: [PATCH 27/42] Bump sqlalchemy to 2.0.4

---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 3e6c66757..6b1c888b8 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -5,7 +5,7 @@ pandas-ta==0.3.14b
 ccxt==2.8.54
 cryptography==39.0.1
 aiohttp==3.8.4
-SQLAlchemy==2.0.3
+SQLAlchemy==2.0.4
 python-telegram-bot==13.15
 arrow==1.2.3
 cachetools==4.2.2

From d175ab495b39a9a249274b97ea52292840592283 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 28 Feb 2023 07:03:22 +0100
Subject: [PATCH 28/42] Move SessionType to base module

---
 freqtrade/persistence/base.py        | 4 +++-
 freqtrade/persistence/models.py      | 5 ++---
 freqtrade/persistence/pairlock.py    | 3 +--
 freqtrade/persistence/trade_model.py | 3 +--
 4 files changed, 7 insertions(+), 8 deletions(-)

diff --git a/freqtrade/persistence/base.py b/freqtrade/persistence/base.py
index 2fed715d7..98e483c90 100644
--- a/freqtrade/persistence/base.py
+++ b/freqtrade/persistence/base.py
@@ -1,6 +1,8 @@
 
-from sqlalchemy.orm import DeclarativeBase
+from sqlalchemy.orm import DeclarativeBase, Session, scoped_session
 
 
+SessionType = scoped_session[Session]
+
 class ModelBase(DeclarativeBase):
     pass
diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index b94be950a..98d1d7a8a 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -6,11 +6,11 @@ from typing import Any, Dict
 
 from sqlalchemy import create_engine, inspect
 from sqlalchemy.exc import NoSuchModuleError
-from sqlalchemy.orm import Session, scoped_session, sessionmaker
+from sqlalchemy.orm import scoped_session, sessionmaker
 from sqlalchemy.pool import StaticPool
 
 from freqtrade.exceptions import OperationalException
-from freqtrade.persistence.base import ModelBase
+from freqtrade.persistence.base import ModelBase, SessionType
 from freqtrade.persistence.migrations import check_migrate
 from freqtrade.persistence.pairlock import PairLock
 from freqtrade.persistence.trade_model import Order, Trade
@@ -20,7 +20,6 @@ logger = logging.getLogger(__name__)
 
 
 _SQL_DOCS_URL = 'http://docs.sqlalchemy.org/en/latest/core/engines.html#database-urls'
-SessionType = scoped_session[Session]
 
 
 def init_db(db_url: str) -> None:
diff --git a/freqtrade/persistence/pairlock.py b/freqtrade/persistence/pairlock.py
index b10d74693..d5a8d7ae1 100644
--- a/freqtrade/persistence/pairlock.py
+++ b/freqtrade/persistence/pairlock.py
@@ -6,8 +6,7 @@ from sqlalchemy.orm import Mapped, Query, mapped_column
 from sqlalchemy.orm.scoping import _QueryDescriptorType
 
 from freqtrade.constants import DATETIME_PRINT_FORMAT
-from freqtrade.persistence.base import ModelBase
-from freqtrade.persistence.models import SessionType
+from freqtrade.persistence.base import ModelBase, SessionType
 
 
 class PairLock(ModelBase):
diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py
index 0f85528e0..ce7d56745 100644
--- a/freqtrade/persistence/trade_model.py
+++ b/freqtrade/persistence/trade_model.py
@@ -17,8 +17,7 @@ from freqtrade.enums import ExitType, TradingMode
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.exchange import amount_to_contract_precision, price_to_precision
 from freqtrade.leverage import interest
-from freqtrade.persistence.base import ModelBase
-from freqtrade.persistence.models import SessionType
+from freqtrade.persistence.base import ModelBase, SessionType
 from freqtrade.util import FtPrecise
 
 

From 0f914cf2bd54902ceb96c29499eca888b4422b03 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 28 Feb 2023 07:24:20 +0100
Subject: [PATCH 29/42] Use Mapped for LocalTrade

this won't initialize sqlalchemy, as the base class is not inheriting from sqlalchemy.
---
 freqtrade/persistence/trade_model.py | 108 +++++++++++++--------------
 1 file changed, 54 insertions(+), 54 deletions(-)

diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py
index ce7d56745..93701b1ae 100644
--- a/freqtrade/persistence/trade_model.py
+++ b/freqtrade/persistence/trade_model.py
@@ -288,76 +288,76 @@ class LocalTrade():
     bt_trades_open_pp: Dict[str, List['LocalTrade']] = defaultdict(list)
     bt_open_open_trade_count: int = 0
     total_profit: float = 0
-    realized_profit: float = 0
+    realized_profit: Mapped[float] = 0  # type: ignore
 
-    id: int = 0
+    id: Mapped[int] = 0  # type: ignore
 
-    orders: List[Order] = []
+    orders: Mapped[List[Order]] = []  # type: ignore
 
-    exchange: str = ''
-    pair: str = ''
-    base_currency: str = ''
-    stake_currency: str = ''
-    is_open: bool = True
-    fee_open: float = 0.0
-    fee_open_cost: Optional[float] = None
-    fee_open_currency: str = ''
-    fee_close: float = 0.0
-    fee_close_cost: Optional[float] = None
-    fee_close_currency: str = ''
-    open_rate: float = 0.0
-    open_rate_requested: Optional[float] = None
+    exchange: Mapped[str] = ''  # type: ignore
+    pair: Mapped[str] = ''  # type: ignore
+    base_currency: Mapped[Optional[str]] = ''  # type: ignore
+    stake_currency: Mapped[Optional[str]] = ''  # type: ignore
+    is_open: Mapped[bool] = True  # type: ignore
+    fee_open: Mapped[float] = 0.0  # type: ignore
+    fee_open_cost: Mapped[Optional[float]] = None  # type: ignore
+    fee_open_currency: Mapped[Optional[str]] = ''  # type: ignore
+    fee_close: Mapped[Optional[float]] = 0.0  # type: ignore
+    fee_close_cost: Mapped[Optional[float]] = None  # type: ignore
+    fee_close_currency: Mapped[Optional[str]] = ''  # type: ignore
+    open_rate: Mapped[float] = 0.0  # type: ignore
+    open_rate_requested: Mapped[Optional[float]] = None  # type: ignore
     # open_trade_value - calculated via _calc_open_trade_value
-    open_trade_value: float = 0.0
-    close_rate: Optional[float] = None
-    close_rate_requested: Optional[float] = None
-    close_profit: Optional[float] = None
-    close_profit_abs: Optional[float] = None
-    stake_amount: float = 0.0
-    max_stake_amount: float = 0.0
-    amount: float = 0.0
-    amount_requested: Optional[float] = None
-    open_date: datetime
-    close_date: Optional[datetime] = None
-    open_order_id: Optional[str] = None
+    open_trade_value: Mapped[float] = 0.0   # type: ignore
+    close_rate: Mapped[Optional[float]] = None  # type: ignore
+    close_rate_requested: Mapped[Optional[float]] = None   # type: ignore
+    close_profit: Mapped[Optional[float]] = None  # type: ignore
+    close_profit_abs: Mapped[Optional[float]] = None  # type: ignore
+    stake_amount: Mapped[float] = 0.0  # type: ignore
+    max_stake_amount: Mapped[Optional[float]] = 0.0  # type: ignore
+    amount: Mapped[float] = 0.0  # type: ignore
+    amount_requested: Mapped[Optional[float]] = None  # type: ignore
+    open_date: Mapped[datetime]
+    close_date: Mapped[Optional[datetime]] = None  # type: ignore
+    open_order_id: Mapped[Optional[str]] = None  # type: ignore
     # absolute value of the stop loss
-    stop_loss: float = 0.0
+    stop_loss: Mapped[float] = 0.0  # type: ignore
     # percentage value of the stop loss
-    stop_loss_pct: float = 0.0
+    stop_loss_pct: Mapped[Optional[float]] = 0.0  # type: ignore
     # absolute value of the initial stop loss
-    initial_stop_loss: float = 0.0
+    initial_stop_loss: Mapped[Optional[float]] = 0.0  # type: ignore
     # percentage value of the initial stop loss
-    initial_stop_loss_pct: Optional[float] = None
+    initial_stop_loss_pct: Mapped[Optional[float]] = None  # type: ignore
     # stoploss order id which is on exchange
-    stoploss_order_id: Optional[str] = None
+    stoploss_order_id: Mapped[Optional[str]] = None  # type: ignore
     # last update time of the stoploss order on exchange
-    stoploss_last_update: Optional[datetime] = None
+    stoploss_last_update: Mapped[Optional[datetime]] = None  # type: ignore
     # absolute value of the highest reached price
-    max_rate: float = 0.0
+    max_rate: Mapped[Optional[float]] = None  # type: ignore
     # Lowest price reached
-    min_rate: float = 0.0
-    exit_reason: str = ''
-    exit_order_status: str = ''
-    strategy: str = ''
-    enter_tag: Optional[str] = None
-    timeframe: Optional[int] = None
+    min_rate: Mapped[Optional[float]] = None  # type: ignore
+    exit_reason: Mapped[Optional[str]] = ''  # type: ignore
+    exit_order_status: Mapped[Optional[str]] = ''  # type: ignore
+    strategy: Mapped[Optional[str]] = ''  # type: ignore
+    enter_tag: Mapped[Optional[str]] = None  # type: ignore
+    timeframe: Mapped[Optional[int]] = None  # type: ignore
 
-    trading_mode: TradingMode = TradingMode.SPOT
-    amount_precision: Optional[float] = None
-    price_precision: Optional[float] = None
-    precision_mode: Optional[int] = None
-    contract_size: Optional[float] = None
+    trading_mode: Mapped[TradingMode] = TradingMode.SPOT  # type: ignore
+    amount_precision: Mapped[Optional[float]] = None  # type: ignore
+    price_precision: Mapped[Optional[float]] = None  # type: ignore
+    precision_mode: Mapped[Optional[int]] = None  # type: ignore
+    contract_size: Mapped[Optional[float]] = None  # type: ignore
 
     # Leverage trading properties
-    liquidation_price: Optional[float] = None
-    is_short: bool = False
-    leverage: float = 1.0
+    liquidation_price: Mapped[Optional[float]] = None  # type: ignore
+    is_short: Mapped[bool] = False  # type: ignore
+    leverage: Mapped[float] = 1.0  # type: ignore
 
     # Margin trading properties
-    interest_rate: float = 0.0
+    interest_rate: Mapped[float] = 0.0  # type: ignore
 
     # Futures properties
-    funding_fees: Optional[float] = None
+    funding_fees: Mapped[Optional[float]] = None  # type: ignore
 
     @property
     def stoploss_or_liquidation(self) -> float:
@@ -1175,7 +1175,7 @@ class Trade(ModelBase, LocalTrade):
     """
     __tablename__ = 'trades'
     query: ClassVar[_QueryDescriptorType]
-    session: ClassVar[SessionType] = None
+    session: ClassVar[SessionType]
 
     use_db: bool = True
 
@@ -1197,7 +1197,7 @@ class Trade(ModelBase, LocalTrade):
     fee_close_cost: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
     fee_close_currency: Mapped[Optional[str]] = mapped_column(String(25), nullable=True)
     open_rate: Mapped[float] = mapped_column(Float())
-    open_rate_requested: Mapped[float] = mapped_column(Float(), nullable=True)
+    open_rate_requested: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
     # open_trade_value - calculated via _calc_open_trade_value
     open_trade_value = mapped_column(Float())
     close_rate: Mapped[Optional[float]] = mapped_column(Float())
@@ -1246,7 +1246,7 @@ class Trade(ModelBase, LocalTrade):
     liquidation_price: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
 
     # Margin Trading Properties
-    interest_rate: Mapped[Optional[float]] = mapped_column(Float(), nullable=False, default=0.0)
+    interest_rate: Mapped[float] = mapped_column(Float(), nullable=False, default=0.0)
 
     # Futures properties
     funding_fees: Mapped[Optional[float]] = mapped_column(Float(), nullable=True, default=None)

From 7c09c0178815a725a3ac0df5509e7a0d5100a475 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 28 Feb 2023 07:27:01 +0100
Subject: [PATCH 30/42] Add some more typehints

---
 freqtrade/persistence/trade_model.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py
index 93701b1ae..887784be3 100644
--- a/freqtrade/persistence/trade_model.py
+++ b/freqtrade/persistence/trade_model.py
@@ -154,7 +154,7 @@ class Order(ModelBase):
         self.order_update_date = datetime.now(timezone.utc)
 
     def to_ccxt_object(self) -> Dict[str, Any]:
-        order = {
+        order: Dict[str, Any] = {
             'id': self.order_id,
             'symbol': self.ft_pair,
             'price': self.price,
@@ -1062,7 +1062,7 @@ class LocalTrade():
         return len(self.select_filled_orders('sell'))
 
     @property
-    def sell_reason(self) -> str:
+    def sell_reason(self) -> Optional[str]:
         """ DEPRECATED! Please use exit_reason instead."""
         return self.exit_reason
 
@@ -1276,7 +1276,7 @@ class Trade(ModelBase, LocalTrade):
     def get_trades_proxy(*, pair: Optional[str] = None, is_open: Optional[bool] = None,
                          open_date: Optional[datetime] = None,
                          close_date: Optional[datetime] = None,
-                         ) -> List['LocalTrade']:
+                         ) -> List['LocalTrade', 'Trade']:
         """
         Helper function to query Trades.j
         Returns a List of trades, filtered on the parameters given.

From b5f55c9b145129567d5d642efb7229fbf36c4ff9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 1 Mar 2023 06:40:07 +0100
Subject: [PATCH 31/42] Improve type safety in backtesting

---
 freqtrade/optimize/backtesting.py | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 7f3036037..1f868f7bf 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -440,7 +440,8 @@ class Backtesting:
                               side_1 * abs(self.strategy.trailing_stop_positive / leverage)))
             else:
                 # Worst case: price ticks tiny bit above open and dives down.
-                stop_rate = row[OPEN_IDX] * (1 - side_1 * abs(trade.stop_loss_pct / leverage))
+                stop_rate = row[OPEN_IDX] * (1 - side_1 * abs(
+                    (trade.stop_loss_pct or 0.0) / leverage))
                 if is_short:
                     assert stop_rate > row[LOW_IDX]
                 else:
@@ -472,7 +473,7 @@ class Backtesting:
             # - (Expected abs profit - open_rate - open_fee) / (fee_close -1)
             roi_rate = trade.open_rate * roi / leverage
             open_fee_rate = side_1 * trade.open_rate * (1 + side_1 * trade.fee_open)
-            close_rate = -(roi_rate + open_fee_rate) / (trade.fee_close - side_1 * 1)
+            close_rate = -(roi_rate + open_fee_rate) / ((trade.fee_close or 0.0) - side_1 * 1)
             if is_short:
                 is_new_roi = row[OPEN_IDX] < close_rate
             else:

From e5c9cde36f713c50a7085c7ad4c9377a97bd34b8 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 1 Mar 2023 07:23:26 +0100
Subject: [PATCH 32/42] Update trades_proxy typing

---
 freqtrade/persistence/trade_model.py | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py
index 887784be3..531e86282 100644
--- a/freqtrade/persistence/trade_model.py
+++ b/freqtrade/persistence/trade_model.py
@@ -5,7 +5,7 @@ import logging
 from collections import defaultdict
 from datetime import datetime, timedelta, timezone
 from math import isclose
-from typing import Any, ClassVar, Dict, List, Optional
+from typing import Any, ClassVar, Dict, List, Optional, cast
 
 from sqlalchemy import Enum, Float, ForeignKey, Integer, String, UniqueConstraint, desc, func
 from sqlalchemy.orm import Mapped, Query, lazyload, mapped_column, relationship
@@ -1131,7 +1131,7 @@ class LocalTrade():
     @staticmethod
     def get_open_trades() -> List[Any]:
         """
-        Query trades from persistence layer
+        Retrieve open trades
         """
         return Trade.get_trades_proxy(is_open=True)
 
@@ -1276,7 +1276,7 @@ class Trade(ModelBase, LocalTrade):
     def get_trades_proxy(*, pair: Optional[str] = None, is_open: Optional[bool] = None,
                          open_date: Optional[datetime] = None,
                          close_date: Optional[datetime] = None,
-                         ) -> List['LocalTrade', 'Trade']:
+                         ) -> List['LocalTrade']:
         """
         Helper function to query Trades.j
         Returns a List of trades, filtered on the parameters given.
@@ -1295,7 +1295,7 @@ class Trade(ModelBase, LocalTrade):
                 trade_filter.append(Trade.close_date > close_date)
             if is_open is not None:
                 trade_filter.append(Trade.is_open.is_(is_open))
-            return Trade.get_trades(trade_filter).all()
+            return cast(List[LocalTrade], Trade.get_trades(trade_filter).all())
         else:
             return LocalTrade.get_trades_proxy(
                 pair=pair, is_open=is_open,

From a1166b1077ca96db704d97e5d3775d960ee67ba9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 1 Mar 2023 07:25:33 +0100
Subject: [PATCH 33/42] allow null fee on calc_base_close

---
 freqtrade/persistence/trade_model.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py
index 531e86282..7eabfab0f 100644
--- a/freqtrade/persistence/trade_model.py
+++ b/freqtrade/persistence/trade_model.py
@@ -795,10 +795,10 @@ class LocalTrade():
 
         return interest(exchange_name=self.exchange, borrowed=borrowed, rate=rate, hours=hours)
 
-    def _calc_base_close(self, amount: FtPrecise, rate: float, fee: float) -> FtPrecise:
+    def _calc_base_close(self, amount: FtPrecise, rate: float, fee: Optional[float]) -> FtPrecise:
 
         close_trade = amount * FtPrecise(rate)
-        fees = close_trade * FtPrecise(fee)
+        fees = close_trade * FtPrecise(fee or 0.0)
 
         if self.is_short:
             return close_trade + fees

From 4a35d32b6ae84b2c0e372a7e00df283b7df76078 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 1 Mar 2023 07:26:35 +0100
Subject: [PATCH 34/42] Improve trade stop types

---
 freqtrade/persistence/trade_model.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py
index 7eabfab0f..d747971fb 100644
--- a/freqtrade/persistence/trade_model.py
+++ b/freqtrade/persistence/trade_model.py
@@ -595,7 +595,7 @@ class LocalTrade():
 
         self.stop_loss_pct = -1 * abs(percent)
 
-    def adjust_stop_loss(self, current_price: float, stoploss: float,
+    def adjust_stop_loss(self, current_price: float, stoploss: Optional[float],
                          initial: bool = False, refresh: bool = False) -> None:
         """
         This adjusts the stop loss to it's most recently observed setting
@@ -604,7 +604,7 @@ class LocalTrade():
         :param initial: Called to initiate stop_loss.
             Skips everything if self.stop_loss is already set.
         """
-        if initial and not (self.stop_loss is None or self.stop_loss == 0):
+        if stoploss is None or (initial and not (self.stop_loss is None or self.stop_loss == 0)):
             # Don't modify if called with initial and nothing to do
             return
         refresh = True if refresh and self.nr_of_successful_entries == 1 else False

From 874413ccc59ebe0ab7346de74ea3ff06c82b513c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 1 Mar 2023 11:16:56 +0000
Subject: [PATCH 35/42] Fix some style violations

---
 freqtrade/persistence/base.py   | 1 +
 freqtrade/persistence/models.py | 2 +-
 2 files changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/persistence/base.py b/freqtrade/persistence/base.py
index 98e483c90..fc2dac75e 100644
--- a/freqtrade/persistence/base.py
+++ b/freqtrade/persistence/base.py
@@ -4,5 +4,6 @@ from sqlalchemy.orm import DeclarativeBase, Session, scoped_session
 
 SessionType = scoped_session[Session]
 
+
 class ModelBase(DeclarativeBase):
     pass
diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index 98d1d7a8a..f4058b4eb 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -10,7 +10,7 @@ from sqlalchemy.orm import scoped_session, sessionmaker
 from sqlalchemy.pool import StaticPool
 
 from freqtrade.exceptions import OperationalException
-from freqtrade.persistence.base import ModelBase, SessionType
+from freqtrade.persistence.base import ModelBase
 from freqtrade.persistence.migrations import check_migrate
 from freqtrade.persistence.pairlock import PairLock
 from freqtrade.persistence.trade_model import Order, Trade

From 388dfec50bbf3ff4884dae25b4edf213a203edf8 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 1 Mar 2023 18:17:37 +0100
Subject: [PATCH 36/42] Remove last type error

---
 freqtrade/persistence/trade_model.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py
index d747971fb..ab7d56766 100644
--- a/freqtrade/persistence/trade_model.py
+++ b/freqtrade/persistence/trade_model.py
@@ -643,7 +643,7 @@ class LocalTrade():
             f"initial_stop_loss={self.initial_stop_loss:.8f}, "
             f"stop_loss={self.stop_loss:.8f}. "
             f"Trailing stoploss saved us: "
-            f"{float(self.stop_loss) - float(self.initial_stop_loss):.8f}.")
+            f"{float(self.stop_loss) - float(self.initial_stop_loss or 0.0):.8f}.")
 
     def update_trade(self, order: Order) -> None:
         """

From f0f72fdd33db951f6bbc24a8e93a6f0acdadafb3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 1 Mar 2023 19:48:15 +0100
Subject: [PATCH 37/42] Don't define "mapped" on LocalTrade class

---
 freqtrade/persistence/trade_model.py | 220 ++++++++++++++-------------
 1 file changed, 118 insertions(+), 102 deletions(-)

diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py
index ab7d56766..62e2e2a7f 100644
--- a/freqtrade/persistence/trade_model.py
+++ b/freqtrade/persistence/trade_model.py
@@ -288,76 +288,76 @@ class LocalTrade():
     bt_trades_open_pp: Dict[str, List['LocalTrade']] = defaultdict(list)
     bt_open_open_trade_count: int = 0
     total_profit: float = 0
-    realized_profit: Mapped[float] = 0  # type: ignore
+    realized_profit: float = 0
 
-    id: Mapped[int] = 0  # type: ignore
+    id: int = 0
 
-    orders: Mapped[List[Order]] = []  # type: ignore
+    orders: List[Order] = []
 
-    exchange: Mapped[str] = ''  # type: ignore
-    pair: Mapped[str] = ''  # type: ignore
-    base_currency: Mapped[Optional[str]] = ''  # type: ignore
-    stake_currency: Mapped[Optional[str]] = ''  # type: ignore
-    is_open: Mapped[bool] = True  # type: ignore
-    fee_open: Mapped[float] = 0.0  # type: ignore
-    fee_open_cost: Mapped[Optional[float]] = None  # type: ignore
-    fee_open_currency: Mapped[Optional[str]] = ''  # type: ignore
-    fee_close: Mapped[Optional[float]] = 0.0  # type: ignore
-    fee_close_cost: Mapped[Optional[float]] = None  # type: ignore
-    fee_close_currency: Mapped[Optional[str]] = ''  # type: ignore
-    open_rate: Mapped[float] = 0.0  # type: ignore
-    open_rate_requested: Mapped[Optional[float]] = None  # type: ignore
+    exchange: str = ''
+    pair: str = ''
+    base_currency: Optional[str] = ''
+    stake_currency: Optional[str] = ''
+    is_open: bool = True
+    fee_open: float = 0.0
+    fee_open_cost: Optional[float] = None
+    fee_open_currency: Optional[str] = ''
+    fee_close: Optional[float] = 0.0
+    fee_close_cost: Optional[float] = None
+    fee_close_currency: Optional[str] = ''
+    open_rate: float = 0.0
+    open_rate_requested: Optional[float] = None
     # open_trade_value - calculated via _calc_open_trade_value
-    open_trade_value: Mapped[float] = 0.0   # type: ignore
-    close_rate: Mapped[Optional[float]] = None  # type: ignore
-    close_rate_requested: Mapped[Optional[float]] = None   # type: ignore
-    close_profit: Mapped[Optional[float]] = None  # type: ignore
-    close_profit_abs: Mapped[Optional[float]] = None  # type: ignore
-    stake_amount: Mapped[float] = 0.0  # type: ignore
-    max_stake_amount: Mapped[Optional[float]] = 0.0  # type: ignore
-    amount: Mapped[float] = 0.0  # type: ignore
-    amount_requested: Mapped[Optional[float]] = None  # type: ignore
-    open_date: Mapped[datetime]
-    close_date: Mapped[Optional[datetime]] = None  # type: ignore
-    open_order_id: Mapped[Optional[str]] = None  # type: ignore
+    open_trade_value: float = 0.0
+    close_rate: Optional[float] = None
+    close_rate_requested: Optional[float] = None
+    close_profit: Optional[float] = None
+    close_profit_abs: Optional[float] = None
+    stake_amount: float = 0.0
+    max_stake_amount: Optional[float] = 0.0
+    amount: float = 0.0
+    amount_requested: Optional[float] = None
+    open_date: datetime
+    close_date: Optional[datetime] = None
+    open_order_id: Optional[str] = None
     # absolute value of the stop loss
-    stop_loss: Mapped[float] = 0.0  # type: ignore
+    stop_loss: float = 0.0
     # percentage value of the stop loss
-    stop_loss_pct: Mapped[Optional[float]] = 0.0  # type: ignore
+    stop_loss_pct: Optional[float] = 0.0
     # absolute value of the initial stop loss
-    initial_stop_loss: Mapped[Optional[float]] = 0.0  # type: ignore
+    initial_stop_loss: Optional[float] = 0.0
     # percentage value of the initial stop loss
-    initial_stop_loss_pct: Mapped[Optional[float]] = None  # type: ignore
+    initial_stop_loss_pct: Optional[float] = None
     # stoploss order id which is on exchange
-    stoploss_order_id: Mapped[Optional[str]] = None  # type: ignore
+    stoploss_order_id: Optional[str] = None
     # last update time of the stoploss order on exchange
-    stoploss_last_update: Mapped[Optional[datetime]] = None  # type: ignore
+    stoploss_last_update: Optional[datetime] = None
     # absolute value of the highest reached price
-    max_rate: Mapped[Optional[float]] = None  # type: ignore
+    max_rate: Optional[float] = None
     # Lowest price reached
-    min_rate: Mapped[Optional[float]] = None  # type: ignore
-    exit_reason: Mapped[Optional[str]] = ''  # type: ignore
-    exit_order_status: Mapped[Optional[str]] = ''  # type: ignore
-    strategy: Mapped[Optional[str]] = ''  # type: ignore
-    enter_tag: Mapped[Optional[str]] = None  # type: ignore
-    timeframe: Mapped[Optional[int]] = None  # type: ignore
+    min_rate: Optional[float] = None
+    exit_reason: Optional[str] = ''
+    exit_order_status: Optional[str] = ''
+    strategy: Optional[str] = ''
+    enter_tag: Optional[str] = None
+    timeframe: Optional[int] = None
 
-    trading_mode: Mapped[TradingMode] = TradingMode.SPOT  # type: ignore
-    amount_precision: Mapped[Optional[float]] = None  # type: ignore
-    price_precision: Mapped[Optional[float]] = None  # type: ignore
-    precision_mode: Mapped[Optional[int]] = None  # type: ignore
-    contract_size: Mapped[Optional[float]] = None  # type: ignore
+    trading_mode: TradingMode = TradingMode.SPOT
+    amount_precision: Optional[float] = None
+    price_precision: Optional[float] = None
+    precision_mode: Optional[int] = None
+    contract_size: Optional[float] = None
 
     # Leverage trading properties
-    liquidation_price: Mapped[Optional[float]] = None  # type: ignore
-    is_short: Mapped[bool] = False  # type: ignore
-    leverage: Mapped[float] = 1.0  # type: ignore
+    liquidation_price: Optional[float] = None
+    is_short: bool = False
+    leverage: float = 1.0
 
     # Margin trading properties
-    interest_rate: Mapped[float] = 0.0  # type: ignore
+    interest_rate: float = 0.0
 
     # Futures properties
-    funding_fees: Mapped[Optional[float]] = None  # type: ignore
+    funding_fees: Optional[float] = None
 
     @property
     def stoploss_or_liquidation(self) -> float:
@@ -1179,77 +1179,93 @@ class Trade(ModelBase, LocalTrade):
 
     use_db: bool = True
 
-    id: Mapped[int] = mapped_column(Integer, primary_key=True)
+    id: Mapped[int] = mapped_column(Integer, primary_key=True)  # type: ignore
 
     orders: Mapped[List[Order]] = relationship(
         "Order", order_by="Order.id", cascade="all, delete-orphan", lazy="selectin",
-        innerjoin=True)
+        innerjoin=True)  # type: ignore
 
-    exchange: Mapped[str] = mapped_column(String(25), nullable=False)
-    pair: Mapped[str] = mapped_column(String(25), nullable=False, index=True)
-    base_currency: Mapped[Optional[str]] = mapped_column(String(25), nullable=True)
-    stake_currency: Mapped[Optional[str]] = mapped_column(String(25), nullable=True)
-    is_open: Mapped[bool] = mapped_column(nullable=False, default=True, index=True)
-    fee_open: Mapped[float] = mapped_column(Float(), nullable=False, default=0.0)
-    fee_open_cost: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
-    fee_open_currency: Mapped[Optional[str]] = mapped_column(String(25), nullable=True)
-    fee_close: Mapped[Optional[float]] = mapped_column(Float(), nullable=False, default=0.0)
-    fee_close_cost: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
-    fee_close_currency: Mapped[Optional[str]] = mapped_column(String(25), nullable=True)
-    open_rate: Mapped[float] = mapped_column(Float())
-    open_rate_requested: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
+    exchange: Mapped[str] = mapped_column(String(25), nullable=False)  # type: ignore
+    pair: Mapped[str] = mapped_column(String(25), nullable=False, index=True)  # type: ignore
+    base_currency: Mapped[Optional[str]] = mapped_column(String(25), nullable=True)  # type: ignore
+    stake_currency: Mapped[Optional[str]] = mapped_column(String(25), nullable=True)  # type: ignore
+    is_open: Mapped[bool] = mapped_column(nullable=False, default=True, index=True)  # type: ignore
+    fee_open: Mapped[float] = mapped_column(Float(), nullable=False, default=0.0)  # type: ignore
+    fee_open_cost: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)  # type: ignore
+    fee_open_currency: Mapped[Optional[str]] = mapped_column(
+        String(25), nullable=True)  # type: ignore
+    fee_close: Mapped[Optional[float]] = mapped_column(
+        Float(), nullable=False, default=0.0)  # type: ignore
+    fee_close_cost: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)  # type: ignore
+    fee_close_currency: Mapped[Optional[str]] = mapped_column(
+        String(25), nullable=True)  # type: ignore
+    open_rate: Mapped[float] = mapped_column(Float())  # type: ignore
+    open_rate_requested: Mapped[Optional[float]] = mapped_column(
+        Float(), nullable=True)  # type: ignore
     # open_trade_value - calculated via _calc_open_trade_value
-    open_trade_value = mapped_column(Float())
-    close_rate: Mapped[Optional[float]] = mapped_column(Float())
-    close_rate_requested: Mapped[Optional[float]] = mapped_column(Float())
-    realized_profit: Mapped[float] = mapped_column(Float(), default=0.0)
-    close_profit: Mapped[Optional[float]] = mapped_column(Float())
-    close_profit_abs: Mapped[Optional[float]] = mapped_column(Float())
-    stake_amount: Mapped[float] = mapped_column(Float(), nullable=False)
-    max_stake_amount: Mapped[Optional[float]] = mapped_column(Float())
-    amount: Mapped[float] = mapped_column(Float())
-    amount_requested: Mapped[Optional[float]] = mapped_column(Float())
-    open_date: Mapped[datetime] = mapped_column(nullable=False, default=datetime.utcnow)
-    close_date: Mapped[Optional[datetime]] = mapped_column()
-    open_order_id: Mapped[Optional[str]] = mapped_column(String(255), nullable=True)
+    open_trade_value: Mapped[float] = mapped_column(Float(), nullable=True)  # type: ignore
+    close_rate: Mapped[Optional[float]] = mapped_column(Float())  # type: ignore
+    close_rate_requested: Mapped[Optional[float]] = mapped_column(Float())  # type: ignore
+    realized_profit: Mapped[float] = mapped_column(
+        Float(), default=0.0, nullable=True)  # type: ignore
+    close_profit: Mapped[Optional[float]] = mapped_column(Float())  # type: ignore
+    close_profit_abs: Mapped[Optional[float]] = mapped_column(Float())  # type: ignore
+    stake_amount: Mapped[float] = mapped_column(Float(), nullable=False)  # type: ignore
+    max_stake_amount: Mapped[Optional[float]] = mapped_column(Float())  # type: ignore
+    amount: Mapped[float] = mapped_column(Float())  # type: ignore
+    amount_requested: Mapped[Optional[float]] = mapped_column(Float())  # type: ignore
+    open_date: Mapped[datetime] = mapped_column(
+        nullable=False, default=datetime.utcnow)  # type: ignore
+    close_date: Mapped[Optional[datetime]] = mapped_column()  # type: ignore
+    open_order_id: Mapped[Optional[str]] = mapped_column(String(255), nullable=True)  # type: ignore
     # absolute value of the stop loss
-    stop_loss: Mapped[float] = mapped_column(Float(), nullable=True, default=0.0)
+    stop_loss: Mapped[float] = mapped_column(Float(), nullable=True, default=0.0)  # type: ignore
     # percentage value of the stop loss
-    stop_loss_pct: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
+    stop_loss_pct: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)  # type: ignore
     # absolute value of the initial stop loss
-    initial_stop_loss: Mapped[Optional[float]] = mapped_column(Float(), nullable=True, default=0.0)
+    initial_stop_loss: Mapped[Optional[float]] = mapped_column(
+        Float(), nullable=True, default=0.0)  # type: ignore
     # percentage value of the initial stop loss
-    initial_stop_loss_pct: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
+    initial_stop_loss_pct: Mapped[Optional[float]] = mapped_column(
+        Float(), nullable=True)  # type: ignore
     # stoploss order id which is on exchange
-    stoploss_order_id: Mapped[Optional[str]] = mapped_column(String(255), nullable=True, index=True)
+    stoploss_order_id: Mapped[Optional[str]] = mapped_column(
+        String(255), nullable=True, index=True)  # type: ignore
     # last update time of the stoploss order on exchange
-    stoploss_last_update: Mapped[Optional[datetime]] = mapped_column(nullable=True)
+    stoploss_last_update: Mapped[Optional[datetime]] = mapped_column(nullable=True)  # type: ignore
     # absolute value of the highest reached price
-    max_rate: Mapped[Optional[float]] = mapped_column(Float(), nullable=True, default=0.0)
+    max_rate: Mapped[Optional[float]] = mapped_column(
+        Float(), nullable=True, default=0.0)  # type: ignore
     # Lowest price reached
-    min_rate: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
-    exit_reason: Mapped[Optional[str]] = mapped_column(String(100), nullable=True)
-    exit_order_status: Mapped[Optional[str]] = mapped_column(String(100), nullable=True)
-    strategy: Mapped[Optional[str]] = mapped_column(String(100), nullable=True)
-    enter_tag: Mapped[Optional[str]] = mapped_column(String(100), nullable=True)
-    timeframe: Mapped[Optional[int]] = mapped_column(Integer, nullable=True)
+    min_rate: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)  # type: ignore
+    exit_reason: Mapped[Optional[str]] = mapped_column(String(100), nullable=True)  # type: ignore
+    exit_order_status: Mapped[Optional[str]] = mapped_column(
+        String(100), nullable=True)  # type: ignore
+    strategy: Mapped[Optional[str]] = mapped_column(String(100), nullable=True)  # type: ignore
+    enter_tag: Mapped[Optional[str]] = mapped_column(String(100), nullable=True)  # type: ignore
+    timeframe: Mapped[Optional[int]] = mapped_column(Integer, nullable=True)  # type: ignore
 
-    trading_mode: Mapped[TradingMode] = mapped_column(Enum(TradingMode), nullable=True)
-    amount_precision: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
-    price_precision: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
-    precision_mode: Mapped[Optional[int]] = mapped_column(Integer, nullable=True)
-    contract_size: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
+    trading_mode: Mapped[TradingMode] = mapped_column(
+        Enum(TradingMode), nullable=True)  # type: ignore
+    amount_precision: Mapped[Optional[float]] = mapped_column(
+        Float(), nullable=True)  # type: ignore
+    price_precision: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)  # type: ignore
+    precision_mode: Mapped[Optional[int]] = mapped_column(Integer, nullable=True)  # type: ignore
+    contract_size: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)  # type: ignore
 
     # Leverage trading properties
-    leverage: Mapped[float] = mapped_column(Float(), nullable=True, default=1.0)
-    is_short: Mapped[bool] = mapped_column(nullable=False, default=False)
-    liquidation_price: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
+    leverage: Mapped[float] = mapped_column(Float(), nullable=True, default=1.0)  # type: ignore
+    is_short: Mapped[bool] = mapped_column(nullable=False, default=False)  # type: ignore
+    liquidation_price: Mapped[Optional[float]] = mapped_column(
+        Float(), nullable=True)  # type: ignore
 
     # Margin Trading Properties
-    interest_rate: Mapped[float] = mapped_column(Float(), nullable=False, default=0.0)
+    interest_rate: Mapped[float] = mapped_column(
+        Float(), nullable=False, default=0.0)  # type: ignore
 
     # Futures properties
-    funding_fees: Mapped[Optional[float]] = mapped_column(Float(), nullable=True, default=None)
+    funding_fees: Mapped[Optional[float]] = mapped_column(
+        Float(), nullable=True, default=None)  # type: ignore
 
     def __init__(self, **kwargs):
         super().__init__(**kwargs)

From 59d57d34667524e3eeed404fbfb0e3c62b4faa3b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 1 Mar 2023 20:01:43 +0100
Subject: [PATCH 38/42] Improve test resiliance

---
 tests/test_freqtradebot.py | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 1ea3ebfc6..800e76342 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -3036,6 +3036,7 @@ def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order, is_
     # Order remained open for some reason (cancel failed)
     cancel_buy_order['status'] = 'open'
     cancel_order_mock = MagicMock(return_value=cancel_buy_order)
+    trade.open_order_id = 'some_open_order'
     mocker.patch(f'{EXMS}.cancel_order_with_result', cancel_order_mock)
     assert not freqtrade.handle_cancel_enter(trade, l_order, reason)
     assert log_has_re(r"Order .* for .* not cancelled.", caplog)
@@ -3231,6 +3232,7 @@ def test_handle_cancel_exit_cancel_exception(mocker, default_conf_usdt) -> None:
     trade = MagicMock()
     reason = CANCEL_REASON['TIMEOUT']
     order = {'remaining': 1,
+             'id': '125',
              'amount': 1,
              'status': "open"}
     assert not freqtrade.handle_cancel_exit(trade, order, reason)

From b4b8dde4fb9a0646297c17af8175f5f1cc3d70af Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 1 Mar 2023 20:41:49 +0100
Subject: [PATCH 39/42] Add sqlalchemy to pre-commit dependencies

---
 .pre-commit-config.yaml            | 1 +
 build_helpers/pre_commit_update.py | 7 ++++++-
 2 files changed, 7 insertions(+), 1 deletion(-)

diff --git a/.pre-commit-config.yaml b/.pre-commit-config.yaml
index 05f4df92b..acc0c8a17 100644
--- a/.pre-commit-config.yaml
+++ b/.pre-commit-config.yaml
@@ -18,6 +18,7 @@ repos:
           - types-requests==2.28.11.15
           - types-tabulate==0.9.0.1
           - types-python-dateutil==2.8.19.9
+          - SQLAlchemy==2.0.4
         # stages: [push]
 
   - repo: https://github.com/pycqa/isort
diff --git a/build_helpers/pre_commit_update.py b/build_helpers/pre_commit_update.py
index 8724d8ade..e6b47d100 100644
--- a/build_helpers/pre_commit_update.py
+++ b/build_helpers/pre_commit_update.py
@@ -8,12 +8,17 @@ import yaml
 
 pre_commit_file = Path('.pre-commit-config.yaml')
 require_dev = Path('requirements-dev.txt')
+require = Path('requirements.txt')
 
 with require_dev.open('r') as rfile:
     requirements = rfile.readlines()
 
+with require.open('r') as rfile:
+    requirements.extend(rfile.readlines())
+
 # Extract types only
-type_reqs = [r.strip('\n') for r in requirements if r.startswith('types-')]
+type_reqs = [r.strip('\n') for r in requirements if r.startswith(
+    'types-') or r.startswith('SQLAlchemy')]
 
 with pre_commit_file.open('r') as file:
     f = yaml.load(file, Loader=yaml.FullLoader)

From b980f45b2b3bbb5ef1b381af9708694f9d1685d3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 2 Mar 2023 06:23:01 +0100
Subject: [PATCH 40/42] Fix test mypy errors

---
 freqtrade/persistence/trade_model.py                         | 4 ++++
 .../strats/broken_strats/broken_futures_strategies.py        | 5 +++--
 tests/strategy/strats/strategy_test_v3.py                    | 2 +-
 3 files changed, 8 insertions(+), 3 deletions(-)

diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py
index 62e2e2a7f..a05eb7409 100644
--- a/freqtrade/persistence/trade_model.py
+++ b/freqtrade/persistence/trade_model.py
@@ -99,6 +99,10 @@ class Order(ModelBase):
     def safe_filled(self) -> float:
         return self.filled if self.filled is not None else self.amount or 0.0
 
+    @property
+    def safe_cost(self) -> float:
+        return self.cost or 0.0
+
     @property
     def safe_remaining(self) -> float:
         return (
diff --git a/tests/strategy/strats/broken_strats/broken_futures_strategies.py b/tests/strategy/strats/broken_strats/broken_futures_strategies.py
index 7e6955d37..bb7ce2b32 100644
--- a/tests/strategy/strats/broken_strats/broken_futures_strategies.py
+++ b/tests/strategy/strats/broken_strats/broken_futures_strategies.py
@@ -7,6 +7,7 @@ from datetime import datetime
 
 from pandas import DataFrame
 
+from freqtrade.persistence.trade_model import Order
 from freqtrade.strategy.interface import IStrategy
 
 
@@ -35,7 +36,7 @@ class TestStrategyImplementBuyTimeout(TestStrategyNoImplementSell):
     def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         return super().populate_exit_trend(dataframe, metadata)
 
-    def check_buy_timeout(self, pair: str, trade, order: dict,
+    def check_buy_timeout(self, pair: str, trade, order: Order,
                           current_time: datetime, **kwargs) -> bool:
         return False
 
@@ -44,6 +45,6 @@ class TestStrategyImplementSellTimeout(TestStrategyNoImplementSell):
     def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         return super().populate_exit_trend(dataframe, metadata)
 
-    def check_sell_timeout(self, pair: str, trade, order: dict,
+    def check_sell_timeout(self, pair: str, trade, order: Order,
                            current_time: datetime, **kwargs) -> bool:
         return False
diff --git a/tests/strategy/strats/strategy_test_v3.py b/tests/strategy/strats/strategy_test_v3.py
index 6f5ff573b..2d5121403 100644
--- a/tests/strategy/strats/strategy_test_v3.py
+++ b/tests/strategy/strats/strategy_test_v3.py
@@ -197,7 +197,7 @@ class StrategyTestV3(IStrategy):
 
         if current_profit < -0.0075:
             orders = trade.select_filled_orders(trade.entry_side)
-            return round(orders[0].cost, 0)
+            return round(orders[0].safe_cost, 0)
 
         return None
 

From 8103656ae17e4e851584f2f9146491faf7529bf9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 2 Mar 2023 06:36:03 +0100
Subject: [PATCH 41/42] Bump mypy in pre-commit

---
 .pre-commit-config.yaml | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/.pre-commit-config.yaml b/.pre-commit-config.yaml
index acc0c8a17..565eb96f7 100644
--- a/.pre-commit-config.yaml
+++ b/.pre-commit-config.yaml
@@ -8,7 +8,7 @@ repos:
         # stages: [push]
 
   - repo: https://github.com/pre-commit/mirrors-mypy
-    rev: "v0.991"
+    rev: "v1.0.1"
     hooks:
       - id: mypy
         exclude: build_helpers

From 103bd9e2f217bbf277153f9f0fb63f25b30246d0 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 2 Mar 2023 06:55:33 +0100
Subject: [PATCH 42/42] keep Trade.session private

---
 freqtrade/commands/db_commands.py    |  2 +-
 freqtrade/persistence/models.py      | 12 ++++++------
 freqtrade/persistence/pairlock.py    |  2 +-
 freqtrade/persistence/trade_model.py |  4 ++--
 tests/persistence/test_migrations.py |  6 +++---
 5 files changed, 13 insertions(+), 13 deletions(-)

diff --git a/freqtrade/commands/db_commands.py b/freqtrade/commands/db_commands.py
index b4997582d..c424016b1 100644
--- a/freqtrade/commands/db_commands.py
+++ b/freqtrade/commands/db_commands.py
@@ -20,7 +20,7 @@ def start_convert_db(args: Dict[str, Any]) -> None:
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
     init_db(config['db_url'])
-    session_target = Trade.session
+    session_target = Trade._session
     init_db(config['db_url_from'])
     logger.info("Starting db migration.")
 
diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index f4058b4eb..d718af2f4 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -54,12 +54,12 @@ def init_db(db_url: str) -> None:
     # https://docs.sqlalchemy.org/en/13/orm/contextual.html#thread-local-scope
     # Scoped sessions proxy requests to the appropriate thread-local session.
     # We should use the scoped_session object - not a seperately initialized version
-    Trade.session = scoped_session(sessionmaker(bind=engine, autoflush=False))
-    Order.session = Trade.session
-    PairLock.session = Trade.session
-    Trade.query = Trade.session.query_property()
-    Order.query = Trade.session.query_property()
-    PairLock.query = Trade.session.query_property()
+    Trade._session = scoped_session(sessionmaker(bind=engine, autoflush=False))
+    Order._session = Trade._session
+    PairLock._session = Trade._session
+    Trade.query = Trade._session.query_property()
+    Order.query = Trade._session.query_property()
+    PairLock.query = Trade._session.query_property()
 
     previous_tables = inspect(engine).get_table_names()
     ModelBase.metadata.create_all(engine)
diff --git a/freqtrade/persistence/pairlock.py b/freqtrade/persistence/pairlock.py
index d5a8d7ae1..a6d1eeaf0 100644
--- a/freqtrade/persistence/pairlock.py
+++ b/freqtrade/persistence/pairlock.py
@@ -15,7 +15,7 @@ class PairLock(ModelBase):
     """
     __tablename__ = 'pairlocks'
     query: ClassVar[_QueryDescriptorType]
-    session: ClassVar[SessionType]
+    _session: ClassVar[SessionType]
 
     id: Mapped[int] = mapped_column(primary_key=True)
 
diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py
index a05eb7409..0ae5fba25 100644
--- a/freqtrade/persistence/trade_model.py
+++ b/freqtrade/persistence/trade_model.py
@@ -37,7 +37,7 @@ class Order(ModelBase):
     """
     __tablename__ = 'orders'
     query: ClassVar[_QueryDescriptorType]
-    session: ClassVar[SessionType]
+    _session: ClassVar[SessionType]
 
     # Uniqueness should be ensured over pair, order_id
     # its likely that order_id is unique per Pair on some exchanges.
@@ -1179,7 +1179,7 @@ class Trade(ModelBase, LocalTrade):
     """
     __tablename__ = 'trades'
     query: ClassVar[_QueryDescriptorType]
-    session: ClassVar[SessionType]
+    _session: ClassVar[SessionType]
 
     use_db: bool = True
 
diff --git a/tests/persistence/test_migrations.py b/tests/persistence/test_migrations.py
index 5254164c1..2a6959d58 100644
--- a/tests/persistence/test_migrations.py
+++ b/tests/persistence/test_migrations.py
@@ -21,8 +21,8 @@ spot, margin, futures = TradingMode.SPOT, TradingMode.MARGIN, TradingMode.FUTURE
 def test_init_create_session(default_conf):
     # Check if init create a session
     init_db(default_conf['db_url'])
-    assert hasattr(Trade, 'session')
-    assert 'scoped_session' in type(Trade.session).__name__
+    assert hasattr(Trade, '_session')
+    assert 'scoped_session' in type(Trade._session).__name__
 
 
 def test_init_custom_db_url(default_conf, tmpdir):
@@ -34,7 +34,7 @@ def test_init_custom_db_url(default_conf, tmpdir):
 
     init_db(default_conf['db_url'])
     assert Path(filename).is_file()
-    r = Trade.session.execute(text("PRAGMA journal_mode"))
+    r = Trade._session.execute(text("PRAGMA journal_mode"))
     assert r.first() == ('wal',)